Superlinear convergence of a class of θ-bounded rank-one update methods

✍ Scribed by Ai-Ping Liao

• Publisher: Elsevier Science
• Year: 1993
• Tongue: English
• Weight: 323 KB
• Volume: 6
• Category: Article
• ISSN: 0893-9659
• DOI: 10.1016/0893-9659(93)90150-l

✦ Synopsis

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.