An example of numerical nonconvergence of a variable-metric method

DOI10.1007/BF00938762zbMath0542.90082OpenAlexW2075039378MaRDI QIDQ795739

David F. Shanno

Publication date: 1985

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938762

zbMATH Keywords

convergence analysistruncation errorBFGS variable-metric methodrestart criterion

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

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Uses Software

• Algorithm 500
• minpack

Cites Work

• Unnamed Item
• Matrix conditioning and nonlinear optimization
• On the Convergence of a New Conjugate Gradient Algorithm
• Function minimization by conjugate gradients
• A Family of Variable-Metric Methods Derived by Variational Means
• The Convergence of a Class of Double-rank Minimization Algorithms
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• A New Algorithm for Unconstrained Optimization