Quasi-Newton Methods Converge at the Golden Section Rate.

Abstract

We prove that the rate of convergence of quasi-Newton methods is the golden section ratio (1 + square root of 5)/2. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1981
Accession Number
ADA106683

Entities

People

  • J. Barzilai

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computations
  • Convergence
  • Difference Equations
  • Eigenvalues
  • Equations
  • Interpolation
  • Intervals
  • Iterations
  • Sequences
  • United States
  • Universities

Fields of Study

  • Mathematics