Local and superlinear convergence of structured quasi-newton methods for nonlinear optimization

Journal of the Operations Research Society of Japan

Volumn 39, Issue 4, 1996, Pages 541-557

  Yabe, Hiroshi ^a   Yamaki, Naokazu ^b  

^a TOKYO UNIVERSITY OF SCIENCE   (Japan)

^b Research Institute of Systems Planning Inc   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042067937     PISSN: 04534514     EISSN: None     Source Type: Journal    
DOI: 10.15807/jorsj.39.541     Document Type: Article

References (12)

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3. Dennis, Jr., J.E. and Moré, J.J.: A characterization of superlinear convergence and its application to quasi-Newton methods, Mathematics of Computation, Vol.28 (1974), pp.549-560.
4. Dennis, Jr., J.E. and Schnabel, R.B.: Numerical Methods for Unconstrained Optimization and Nonlinear Equations , Prentice-Hall, New Jersey, 1983.
5. Dennis, Jr., J.E. and Walker, H.F.: Convergence theorems for least-change secant update methods, SIAM Journal on Numerical Analysis, Vol.18 (1981), pp.949-987.
6. Dennis, Jr., J.E., Gay, D.M. and Welsch, R.E.: An adaptive nonlinear least-squares algorithm, ACM Transactions on Mathematical Software, Vol.7 (1981), pp.348-368.
7. Dennis, Jr., J.E., Martinez, H.J. and Tapia, R.A.: Convergence theory for the structured BFGS secant method with an application to nonlinear least squares, Journal of Optimization Theory and Applications, Vol.61 (1989), pp.161-178.
8. Engels, J.R. and Martinez, H.J.: Local and superlinear convergence for partially known quasi-Newton methods, SIAM Journal on Optimization, Vol.1 (1991), pp.42-56.
9. Fontecilla, R., Steihaug, T. and Tapia, R.A.: A convergence theory for a class of quasi-Newton methods for constrained optimization, SIAM Journal on Numerical Analysis, Vol.24 (1987), pp.1133-1151.
10. Stachurski, A.: Superlinear convergence of Broyden's bounded θ-class of methods, Mathematical Programming, Vol.20 (1981), pp.196-212.
11. Tapia, R.A.: On secant updates for use in general constrained optimization, Mathematics of Computation, Vol.51 (1988), pp.181-202.
12. Zhang, Y. and Tewarson, R.P.: Quasi-Newton algorithms with updates from the preconvex part of Broyden's family, IMA Journal of Numerical Analysis, Vol.8 (1988), pp.487-509.