Abstract
This paper considers a class of variable metric methods for unconstrained minimization problems. It is shown that with a step size of one each member of this class converges locally and superlinearly.
Zusammenfassung
In dieser Arbeit wird eine Klasse von Verfahren mit variabler Metrik zur Minimierung von Funktionen ohne Nebenbedingungen untersucht. Es wird gezeigt, daß jede dieser Methoden unter Benutzung der Schrittweite eins lokal und superlinear konvergiert.
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Ritter, K. Local and superlinear convergence of a class of variable metric methods. Computing 23, 287–297 (1979). https://doi.org/10.1007/BF02252133
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DOI: https://doi.org/10.1007/BF02252133