Article ID: | iaor1993363 |
Country: | Netherlands |
Volume: | 50 |
Issue: | 2 |
Start Page Number: | 141 |
End Page Number: | 175 |
Publication Date: | Apr 1991 |
Journal: | Mathematical Programming (Series A) |
Authors: | Griewank Andreas |
The main purpose of this paper is the extension of Powell’s global convergence result to the partitioned BFGS method introduced by Greiwank and Toint. Even in the unpartitioned case the original result is strengthened because the search directions need not be computed exactly and the gradient is only required to be Lipschitzian rather than differentiable. Using the