Inaccuracy in quasi-Newton methods: Local improvement theorems
From MaRDI portal
Publication:3681845
DOI10.1007/BFb0121009zbMath0566.65038MaRDI QIDQ3681845
Homer F. Walker, John E. jun. Dennis
Publication date: 1984
Published in: Mathematical Programming Studies (Search for Journal in Brave)
error analysislocal convergencequasi-Newton methodslimiting accuracylocal improvementfloating-point errorsLU iterative improvement
Related Items
Perturbed steepest-descent technique in multiextremal problems, Convergence Analysis of a Mixed Precision Parareal Algorithm, Diagonal approximation of the Hessian by finite differences for unconstrained optimization, Local Improvement Results for Anderson Acceleration with Inaccurate Function Evaluations, Inexact perturbed Newton methods and applications to a class of Krylov solvers, CONDOR, a new parallel, constrained extension of Powell's UOBYQA algorithm: Experimental results and comparison with the DFO algorithm, Analysis of the BFGS Method with Errors, A Schur Complement Method for DAE Systems in Power System Dynamic Simulations, Newton's Method in Mixed Precision, A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization