THE CONVERGENCE OF BROYDEN ALGORITHMS FOR LC GRADIENT FUNCTION

被引：0
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作者：
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机构：
来源：
Acta Mathematicae Applicatae Sinica(English Series) | 2000年 / 03期
关键词：
Variable metric algorithms; convex; convergence; convergence rate;
D O I：
暂无
中图分类号：
O241 [数值分析];
学科分类号：
070102 ;
摘要：
In this paper, we discuss the convergence of Broyden algorithms for the functions which are non-twice differentiable, but have LC gradient. We prove that the rate of convergence of the algorithms is linear for uniformly convex functions. We also demonstrate that under some mild conditions the algorithms are superlinsarly convergent.
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页码：313 / 319
页数：7
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