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A CLASS OF REVISED BROYDEN ALGORITHMS 被引量:1
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作者 pudingguo TIANWeiwen 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2003年第2期213-221,共9页
In this paper, we discuss the convergence of the Broyden algorithms withrevised search direction. Under some inexact line searches, we prove that the algorithms areglobally convergent for continuously differentiable f... In this paper, we discuss the convergence of the Broyden algorithms withrevised search direction. Under some inexact line searches, we prove that the algorithms areglobally convergent for continuously differentiable functions and the rate of convergence of thealgorithms is one-step superlinear and n-step second-order for uniformly convex objective functions. 展开更多
关键词 variable metric algorithms line search CONVERGENCE convergence rate
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