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Convergence of Symmetric Rank-One method based on Modified Quasi-Newton equation

机译:基于修正拟牛顿方程的对称秩一方法的收敛性

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In this paper we investigate on convergence rate of a modified symmetric rank-one (SR1) method for unconstrained optimization problems. In general, the modified SR1 method incorporates a modified secant? equation into the standard SR1 method. Also a restart procedure is applied to avoid the loss of positive definiteness and zero denominator. A remarkable feature of the modified SR1 method is that it possesses at most $n+1$-step $q$-superlinearly convergent and $2n$-step quadratic convergent without uniformly independent assumptions of steps.
机译:在本文中,我们研究了针对无约束优化问题的改进对称秩一(SR1)方法的收敛速度。通常,修改后的SR1方法合并了修改后的割线?方程式转换为标准SR1方法。此外,还应用了重新启动过程以避免丢失正定性和零分母。改进的SR1方法的显着特征是,它最多具有$ n + 1 $步长的qq $-超线性收敛和$ 2n $步长的二次收敛,而没有一致独立的步长假设。

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