Accession Number:

ADA106683

Title:

Quasi-Newton Methods Converge at the Golden Section Rate.

Descriptive Note:

Research rept.,

Corporate Author:

TEXAS UNIV AT AUSTIN CENTER FOR CYBERNETIC STUDIES

Personal Author(s):

• Barzilai,J.

Report Date:

1981-08-01

Pagination or Media Count:

13.0

Abstract:

We prove that the rate of convergence of quasi-Newton methods is the golden section ratio 1 square root of 52. Author

Descriptors:

• *MATRICES(MATHEMATICS)
• *CONVERGENCE
• INTERPOLATION
• INVERSION
• GRADIENTS
• THEOREMS

Subject Categories:

• Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE