Accession Number:

AD0707791

Title:

THE RATE OF CONVERGENCE OF THE RESET DAVIDON VARIABLE METRIC METHOD

Descriptive Note:

Technical summary rept.

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

• McCormick, Garth P.

Report Date:

1969-10-01

Pagination or Media Count:

25.0

Abstract:

The rate of convergence of the Reset Davidon Variable Metric Method is shown to be always superlinear and sometimes quadratic in cycles of n points when the limit point of the minimizing sequence has a positive definite Hessian matrix.

Descriptors:

• *NONLINEAR PROGRAMMING
• ALGORITHMS
• MATRICES(MATHEMATICS)
• THEOREMS
• CONVERGENCE

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE