On the stable global convergence of particular quasi-Newton-methods

On the stable global convergence of particular quasi-Newton-methods

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Article ID: iaor19942441
Country: Germany
Volume: 26
Start Page Number: 97
End Page Number: 113
Publication Date: Oct 1992
Journal: Optimization
Authors:
Abstract:

In the paper the classical BFGS-method with a Goldstein-Armijo step length rule is considered in the case when the first order information about the function is inexact. There are given accuracy restrictions for which the perturbed method is globally convergent and additional conditions for q-superlinear convergence. For the proofs results of Powell and of Dennis and Walker were used.

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