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

SummaryIt is shown that the theory developed in part I of this paper [22] can be applied to some well-known minimization algorithms with the quadratic termination property to prove theirn-step quadratic convergence. In particular, some conjugate gradient methods, the rank-1-methods of Pearson and McCormick (see Pearson [18]) and the large class of rank-2-methods described by Oren and Luenberger [16, 17] are investigated.

[1]  Roger Fletcher,et al.  A Rapidly Convergent Descent Method for Minimization , 1963, Comput. J..

[2]  C. M. Reeves,et al.  Function minimization by conjugate gradients , 1964, Comput. J..

[3]  J. Daniel The Conjugate Gradient Method for Linear and Nonlinear Operator Equations , 1967 .

[4]  C. G. Broyden Quasi-Newton methods and their application to function minimisation , 1967 .

[5]  J. D. Pearson ON VARIABLE METRIC METHODS OF MINIMIZATION , 1968 .

[6]  J. D. Pearson Variable metric methods of minimisation , 1969, Comput. J..

[7]  E. Polak,et al.  Note sur la convergence de méthodes de directions conjuguées , 1969 .

[8]  C. G. Broyden The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations , 1970 .

[9]  Garth P. McCormick,et al.  Methods of conjugate directions versus quasi-Newton methods , 1972, Math. Program..

[10]  A. I. Cohen Rate of convergence of several conjugate gradient algorithms. , 1972 .

[11]  Melanie L. Lenard,et al.  Practical convergence conditions for unconstrained optimization , 1973, Math. Program..

[12]  W. Burmeister Die Konvergenzordnung des Fletcher‐Powell‐Algorithmus , 1973 .

[13]  D. Luenberger,et al.  Self-Scaling Variable Metric (SSVM) Algorithms , 1974 .

[14]  K. Ritter,et al.  Alternative proofs of the convergence properties of the conjugate-gradient method , 1974 .

[15]  Josef Stoer,et al.  Über die Konvergenzordnung Gewisser Rang-2-Verfahren zur Minimierung von Funktionen , 1974 .

[16]  S. Oren SELF-SCALING VARIABLE METRIC (SSVM) ALGORITHMS Part II: Implementation and Experiments*t , 1974 .

[17]  Über das Konvergenzverhalten gewisser Update-Verfahren zur Minimierung einer reellwertigen Funktion bei nichtperfekter Schrittlängenbestimmung , 1975 .

[18]  Josef Stoer On the convergence rate of imperfect minimization algorithms in Broyden'sβ-class , 1975, Math. Program..

[19]  Melanie L. LENARD Practical convergence conditions for the Davidon-Fletcher-Powell method , 1975, Math. Program..

[20]  Melanie L. Lenard Convergence conditions for restarted conjugate gradient methods with inaccurate line searches , 1976, Math. Program..

[21]  J. Stoer On the relation between quadratic termination and convergence properties of minimization algorithms , 1977 .