On the relation between quadratic termination and convergence properties of minimization algorithms |
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Authors: | P. Baptist J. Stoer |
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Affiliation: | (1) Institut für Angewandte Mathematik und Statistik der Universität Würzburg Am Hubland, D-8700 Würzburg, Germany (Fed. Rep.) |
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Abstract: | Summary It is shown that the theory developed in part I of this paper [22] can be applied to some well-known minimization algorithms with the quadratic termination property to prove theirn-step quadratic convergence. In particular, some conjugate gradient methods, the rank-1-methods of Pearson and McCormick (see Pearson [18]) and the large class of rank-2-methods described by Oren and Luenberger [16, 17] are investigated.This work was supported in part at Stanford University, Stanford, California, under Energy Research and Development Administration, Contract E(04-3) 326 PA No. 30, and National Science Foundation Grant DCR 71-01996 A04 and in part by the Deutsche Forschungsgemeinschaft |
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Keywords: | AMS(MOS): 65 K 05 CR: 5.15 |
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