Name
Abstract | ||
|---|---|---|
It is proved that, if the DFP or BFGS algorithm with step-lengths of one is applied to a functionF(x) that has a Lipschitz continuous second derivative, and if the calculated vectors of variables converge to a point at which
∇F is zero and ∇2
F is positive definite, then the sequence of variable metric matrices also converges. The limit of this sequence is identified
in the case whenF(x) is a strictly convex quadratic function. |
Year | DOI | Venue |
|---|---|---|
1983 | 10.1007/BF02591941 | Mathematical Programming |
Keywords | Field | DocType |
Convergence, Quasi-Newton Methods, Unconstrained Optimization, Variable Metric Methods | Convergence (routing),Mathematical optimization,Second derivative,Matrix (mathematics),Positive-definite matrix,Convex function,Quadratic function,Lipschitz continuity,Broyden–Fletcher–Goldfarb–Shanno algorithm,Mathematics | Journal |
Volume | Issue | ISSN |
27 | 2 | 1436-4646 |
Citations | PageRank | References |
6 | 4.94 | 1 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Ge Ren-pu | 1 | 6 | 4.94 |
| M. J. D. Powell | 2 | 1700 | 1227.93 |