Local and superlinear convergence of a class of variable metric methods

DOI10.1007/BF02252133zbMath0447.65034MaRDI QIDQ1146504

S. H. Smith

Publication date: 1979

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

optimizationsuperlinear convergencevariable metric methodunconstrained minimization problemsBroyden class of quasi-Newton methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items

Limited-memory BFGS with displacement aggregation, Superlinear convergence of symmetric Huang's class of methods, Superlinear convergence of Broyden's boundedθ-class of methods, Local convergence analysis for partitioned quasi-Newton updates

Cites Work

• On the Local and Superlinear Convergence of Quasi-Newton Methods
• A Rapidly Convergent Descent Method for Minimization
• Quasi-Newton Methods and their Application to Function Minimisation
• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Conditioning of Quasi-Newton Methods for Function Minimization