A class of Broyden algorithms with revised search directions

A class of Broyden algorithms with revised search directions

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Article ID: iaor20003783
Country: Singapore
Volume: 14
Issue: 2
Start Page Number: 93
End Page Number: 109
Publication Date: Nov 1997
Journal: Asia-Pacific Journal of Operational Research
Authors: ,
Keywords: programming: convex
Abstract:

In this paper we discuss the convergence of the Broyden algorithms with revised search direction. We prove that the algorithms are globally convergent for continuously differentiable functions and the rate of convergence of the algorithms is one-step superlinear and n-step second-order for uniformly convex objective functions.

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