An example of numerical nonconvergence of a variable-metric method
type: Item
instance of: scholarly article
title: An example of numerical nonconvergence of a variable-metric method
zbMATH Open document ID: 0542.90082
DOI: 10.1007/BF00938762
published in: Journal of Optimization Theory and Applications
publication date: 1985-01-01T00:00:00Z
review text: An example is given where truncation error, caused by finite computer arithmetic, leads to the BFGS variable-metric method becoming stuck, despite the approximated Hessian matrix, the gradient vector, and the search vector satisfying analytical conditions for convergence. A restart criterion to eliminate the problem is suggested.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
Mathematics Subject Classification ID: 49M37
zbMATH DE Number: 3862945
zbMATH Keywords: convergence analysis
zbMATH Keywords: truncation error
zbMATH Keywords: BFGS variable-metric method
zbMATH Keywords: restart criterion
author: David F. Shanno
describes a project that uses: Algorithm 500
describes a project that uses: minpack
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00938762
OpenAlex ID: W2075039378
description: scientific article; zbMATH DE number 3862945