THE RATE OF CONVERGENCE OF THE RESET DAVIDON VARIABLE METRIC METHOD

Abstract

The rate of convergence of the Reset Davidon Variable Metric Method is shown to be always superlinear and sometimes quadratic in cycles of n points when the limit point of the minimizing sequence has a positive definite Hessian matrix.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1969
Accession Number
AD0707791

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  • Garth P. Mccormick

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  • University of Wisconsin–Madison

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  • Abstracts
  • Algorithms
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  • Convergence
  • Eigenvalues
  • Equations
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  • Stationary
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