Analogues of Dixon's and Powell's Theorems for Unconstrained Minimization with Inexact Line Searches

Nazareth JL (1982). Analogues of Dixon's and Powell's Theorems for Unconstrained Minimization with Inexact Line Searches. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-82-100

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Abstract

By modifying the way in which search directions are defined, we show how to relax the restrictive assumption that line searches must be exact in the theorems of Dixon and Powell. We show also that the BFGS algorithm modified in this way is equivalent to the three-term-recurrence (TTR) method for quadratic functions.

Item Type: Monograph (IIASA Working Paper)
Research Programs: System and Decision Sciences - Core (SDS)
Depositing User: IIASA Import
Date Deposited: 15 Jan 2016 01:51
Last Modified: 16 Aug 2016 18:07
URI: http://pure.iiasa.ac.at/1916

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