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Global Convergence of a Class of Collinear Scaling Algorithms with Inexact Line Searches on Convex Functions (1999)
| Content Provider | CiteSeerX |
|---|---|
| Author | Ariyawansa, K. A. Begashaw, N. |
| Abstract | Global Convergence of a Class of Collinear Scaling Algorithms with Inexact Line Searches on Convex Functions. Ariyawansa [2] has presented a class of collinear scaling algorithms for unconstrained minimization. A certain family of algorithms contained in this class may be considered as an extension of quasi-Newton methods with the Broyden family [11] of approximants of the objective function Hessian. Byrd, Nocedal and Yuan [7] have shown that all members except the DFP [11] method of the Broyden convex family of quasiNewton methods with Armijo [1] and Goldstein [12] line search termination criteria are globally and q-superlinearly convergent on uniformly convex functions. Extension of this result to the above class of collinear scaling algorithms of Ariyawansa [2] has been impossible because line search termination criteria for collinear scaling algorithms were not known until recently. Ariyawansa [4] has recently proposed such line search termination criteria. In this paper, we prove ... |
| File Format | |
| Volume Number | 63 |
| Journal | Computing |
| Language | English |
| Publisher Date | 1999-01-01 |
| Access Restriction | Open |
| Subject Keyword | Global Convergence Collinear Scaling Algorithm Inexact Line Search Convex Function Line Search Termination Criterion Unconstrained Minimization Quasinewton Method Q-superlinearly Convergent Certain Family Broyden Convex Family Broyden Family Uniformly Convex Function Quasi-newton Method Objective Function Hessian |
| Content Type | Text |
| Resource Type | Article |
