Local convergence of the symmetric rank-one iteration

Local convergence of the symmetric rank-one iteration

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Article ID: iaor19992016
Country: Netherlands
Volume: 9
Issue: 1
Start Page Number: 43
End Page Number: 63
Publication Date: Jan 1998
Journal: Computational Optimization and Applications
Authors: ,
Keywords: gradient methods
Abstract:

We consider conditions under which the SR1 iteration is locally convergent. We apply the result to a pointwise structured SR1 method that has been used in optimal control.

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