Global convergence of a class of collinear scaling algorithms with inexact line searches on convex functions (Q1818416)
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scientific article; zbMATH DE number 1383913
| Language | Label | Description | Also known as |
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| English | Global convergence of a class of collinear scaling algorithms with inexact line searches on convex functions |
scientific article; zbMATH DE number 1383913 |
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Global convergence of a class of collinear scaling algorithms with inexact line searches on convex functions (English)
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1 February 2000
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The first author [Math. Program, Ser. A 49, No. 1, 23-48 (1990; Zbl 0724.90059)] has developed a class of collinear scaling algorithms for unconstrained minimization problems. Some of this algorithms may be considered as an extension of quasi-Newton methods with the Broyden family of approximants of the objective function Hessian. In the present paper, an analogue of the result of \textit{R. H. Byrd}, \textit{J. Nocedal} and \textit{Y. Yuan} [SIAM J. Numer. Anal. 24, 1171-1190 (1987; Zbl 0657.65083)] is proved for the family of collinear scaling algorithms with the line search termination criteria of the first author [loc. cit.]. No numerical tests are given.
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collinear scaling algorithms
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unconstrained minimization
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quasi-Newton methods
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Broyden family
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line search
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