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Abstract
A convergent minimization algorithm made up of repetitive line searches is considered in ℝ. It is shown that the uniform nonsingularity of the matrices consisting of n successive normalized search directions guarantees a speed of convergence which is at least n-step Q-linear. Consequences are given for multistep methods, including Powell's 1964 procedure for function minimization without calculating derivatives as well as Zangwill's modifications of this procedure. © 1977 Plenum Publishing Corporation.
Original language | English |
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Pages (from-to) | 511-529 |
Number of pages | 19 |
Journal | Journal of Optimization Theory and Applications |
Volume | 23 |
Issue number | 4 |
DOIs | |
Publication status | Published - 1 Dec 1977 |
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Dive into the research topics of 'On the uniform nonsingularity of matrices of search directions and the rate of convergence in minimization algorithms'. Together they form a unique fingerprint.Projects
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ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization
Sartenaer, A. (CoI) & Toint, P. (CoI)
1/01/87 → …
Project: Research Axis