On the relation between quadratic termination and convergence properties of minimization algorithms

1977 ◽  
Vol 28 (3) ◽  
pp. 343-366 ◽  
Author(s):  
J. Stoer
Keyword(s):  
Convergence Properties ◽  
Minimization Algorithms ◽  
Quadratic Termination

scholarly journals Convergence Properties of Minimization Algorithms for Convex Constraints Using a Structured Trust Region

1996 ◽  
Vol 6 (4) ◽  
pp. 1059-1086 ◽  
Author(s):  
A. R. Conn ◽  
Nick Gould ◽  
A. Sartenaer ◽  
Ph. L. Toint
Keyword(s):  
Trust Region ◽  
Convex Constraints ◽  
Convergence Properties ◽  
Minimization Algorithms

Convergence properties of hit-and-run samplers

1998 ◽  
Vol 14 (4) ◽  
pp. 767-800
Author(s):  
Claude Bélisle ◽  
Arnon Boneh ◽  
Richard J. Caron
Keyword(s):  
Convergence Properties ◽  
Hit And Run

scholarly journals Convergence properties of the Broyden-like method for mixed linear–nonlinear systems of equations

2021 ◽  
Author(s):  
Florian Mannel
Keyword(s):  
Linear Independence ◽  
Affine Subspace ◽  
Systems Of Equations ◽  
Nonlinear Systems Of Equations ◽  
Convergence Properties ◽  
Initial Matrix ◽  
First Time ◽  
Special Case ◽  
Dimensional Mapping ◽  
Finite Number Of Iterations

AbstractWe consider the Broyden-like method for a nonlinear mapping $F:\mathbb {R}^{n}\rightarrow \mathbb {R}^{n}$ F : ℝ n → ℝ n that has some affine component functions, using an initial matrix B0 that agrees with the Jacobian of F in the rows that correspond to affine components of F. We show that in this setting, the iterates belong to an affine subspace and can be viewed as outcome of the Broyden-like method applied to a lower-dimensional mapping $G:\mathbb {R}^{d}\rightarrow \mathbb {R}^{d}$ G : ℝ d → ℝ d , where d is the dimension of the affine subspace. We use this subspace property to make some small contributions to the decades-old question of whether the Broyden-like matrices converge: First, we observe that the only available result concerning this question cannot be applied if the iterates belong to a subspace because the required uniform linear independence does not hold. By generalizing the notion of uniform linear independence to subspaces, we can extend the available result to this setting. Second, we infer from the extended result that if at most one component of F is nonlinear while the others are affine and the associated n − 1 rows of the Jacobian of F agree with those of B0, then the Broyden-like matrices converge if the iterates converge; this holds whether the Jacobian at the root is invertible or not. In particular, this is the first time that convergence of the Broyden-like matrices is proven for n > 1, albeit for a special case only. Third, under the additional assumption that the Broyden-like method turns into Broyden’s method after a finite number of iterations, we prove that the convergence order of iterates and matrix updates is bounded from below by $\frac {\sqrt {5}+1}{2}$ 5 + 1 2 if the Jacobian at the root is invertible. If the nonlinear component of F is actually affine, we show finite convergence. We provide high-precision numerical experiments to confirm the results.

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