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| A Modification of Powell-Zangwill's Method and Its Rate of Convergence |
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Citation： |
He Limin.A Modification of Powell-Zangwill's Method and Its Rate of Convergence[J].Chinese Annals of Mathematics B,1987,8(4):479~487 |
| Page view： 861
Net amount： 648 |
Authors： |
He Limin; |
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| Abstract： |
In this paper, a modified version of Powell-Zangwill’s method for function minimization, without calculating derivatives is proposed. The new method possesses following properties: quadratic termination, global convergence for strictly convex function and Q-linear convergence rate for uniformly convex function. Furthermore, the main part of this paper is to show that the rate of convergence of the new method is quadratic for every n(2n+l) line searches if the objective function is a uniformly convex and suitably smooth, function on R^n. |
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