Year: 2004
Author: Dingguo Pu, Shenghua Gui, Weiwen Tian
Journal of Computational Mathematics, Vol. 22 (2004), Iss. 1 : pp. 11–20
Abstract
In this paper, we discuss the convergence of the Broyden algorithms with revised search direction. Under some inexact line searches, we prove that the algorithms are globally convergent for continuously differentiable functions and the rate of local convergence of the algorithms is one-step superlinear and n-step second-order for uniformly convex objective functions.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2004-JCM-8847
Journal of Computational Mathematics, Vol. 22 (2004), Iss. 1 : pp. 11–20
Published online: 2004-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 10
Keywords: Variable metric algorithms Line search Convergence Convergence rate.