Local and superlinear convergence of a class of variable metric methods
β Scribed by K. Ritter
- Publisher
- Springer Vienna
- Year
- 1979
- Tongue
- English
- Weight
- 398 KB
- Volume
- 23
- Category
- Article
- ISSN
- 0010-485X
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π SIMILAR VOLUMES
We investigate convergence property of the restricted Broyden class of variable metric methods. We show that when these methods with unit step are applied to a strictly convex quadratic objective function, the generated iterative sequence converges to the unique solution of the problem globally and
In this paper, we propose a new class of single-rank Quasi-Newton methods, called the class A of B-bounded rank-one updates, which are afline combinations of Pearson's method and a modified McCormick method, and prove the local superlinear convergence of this class of methods.