Rice Univesrity Logo
    • FAQ
    • Deposit your work
    • Login
    View Item 
    •   Rice Scholarship Home
    • Faculty & Staff Research
    • George R. Brown School of Engineering
    • Computational and Applied Mathematics
    • CAAM Technical Reports
    • View Item
    •   Rice Scholarship Home
    • Faculty & Staff Research
    • George R. Brown School of Engineering
    • Computational and Applied Mathematics
    • CAAM Technical Reports
    • View Item
    JavaScript is disabled for your browser. Some features of this site may not work without it.

    Damped Inexact Quasi-Newton Methods

    Thumbnail
    Name:
    TR81-03.pdf
    Size:
    360.1Kb
    Format:
    PDF
    View/Open
    Author
    Steihaug, Trond
    Date
    1981-12
    Citation
    Steihaug, Trond. "Damped Inexact Quasi-Newton Methods." (1981) http://hdl.handle.net/1911/101545.
    Abstract
    The inexact quasi-Newton methods are very attractive methods for large scale optimization since they require only an approximate solution of the linear system of equations for each iteration. To achieve global convergence results, we adjust the step using a backtracking strategy. We discuss the backtracking strategy in detail and show that this strategy has similar convergence properties as one obtains by using line searches with the Goldstein-Armijo conditions. The combination of backtracking and inexact quasi-Newton methods is particularly attractive since the conditions for convergence are easily met. We give conditions for Q-linear and Q-superlinear convergence.
    Type
    Technical report
    Citable link to this page
    http://hdl.handle.net/1911/101545
    Metadata
    Show full item record
    Collections
    • CAAM Technical Reports [719]

    Home | FAQ | Contact Us
    Managed by the Digital Scholarship Services at Fondren Library, Rice University
    Physical Address: 6100 Main Street, Houston, Texas 77005
    Mailing Address: MS-44, P.O.BOX 1892, Houston, Texas 77251-1892
     

     

    Searching scope

    Browse

    Entire ArchiveCommunities & CollectionsBy Issue DateAuthorsTitlesSubjectsTypeThis CollectionBy Issue DateAuthorsTitlesSubjectsType

    My Account

    Login

    Statistics

    View Usage Statistics

    Home | FAQ | Contact Us
    Managed by the Digital Scholarship Services at Fondren Library, Rice University
    Physical Address: 6100 Main Street, Houston, Texas 77005
    Mailing Address: MS-44, P.O.BOX 1892, Houston, Texas 77251-1892