Global Analysis of the Dennis--Wolkowicz Least-Change Secant Algorithm
Copyright policy )Global Analysis of the Dennis--Wolkowicz Least-Change Secant Algorithm
Summary: This paper explores the global convergence of the least-change secant method proposed by \textit{J. E. Dennis} and \textit{H. Wolkowicz} [SIAM J. Numer. Anal. 30, No. 5, 1291-1314 (1993; Zbl 0802.65081)]. This method is a member of the Broyden family, but it doesn't necessarily belong to the Broyden convex family. Furthermore, it can be very close to the DFP method. We will prove that this method, with the Wolfe line search on uniformly convex objective functions, is globally convergent.
- Northwestern University United States
global convergence, DW algorithm, Numerical mathematical programming methods, Broyden family, Nonlinear programming, Wolfe line search
global convergence, DW algorithm, Numerical mathematical programming methods, Broyden family, Nonlinear programming, Wolfe line search
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