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