Cancellation Errors in Quasi-Newton Methods

DOI10.1137/0907092zbMath0631.65067OpenAlexW2004655652MaRDI QIDQ3768289

Roger Fletcher

Publication date: 1986

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0907092

zbMATH Keywords

numerical examplesvariable metric methodsBFGS methodquasi-Newton methodsexpectationprobabilistic modeltermination criterioncancellation errors

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

Related Items (1)

A convergence analysis for a convex version of Dikin's algorithm

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