Inaccuracy in Quasi-Newton Methods: Local Improvement Theorems

Simple item page
dc.contributor.authorDennis, J.E. Jr.
dc.contributor.authorWalker, Homer F.
dc.date.accessioned2018-06-18T17:23:11Z
dc.date.available2018-06-18T17:23:11Z
dc.date.issued1983-03
dc.date.noteMarch 1983
dc.description.abstractIn this paper, we consider the use of bounded-deterioration quasi-Newton methods implemented in floating-point arithmetic to find solutions to F(x)=0 where only inaccurate F-values are available. Our analysis is for the case where the relative error in F is less than one. We obtain theorems specifying local rates of improvement and limiting accuracies depending on the nearness to Newton's method of the basic algorithm, the accuracy of its implementation, the relative errors in the function values, the accuracy of the solutions of the linear systems for the Newton steps, and the unit-rounding errors in the addition of the Newton steps.
dc.format.extent30 pp
dc.identifier.citationDennis, J.E. Jr. and Walker, Homer F.. "Inaccuracy in Quasi-Newton Methods: Local Improvement Theorems." (1983) <a href="https://hdl.handle.net/1911/101552">https://hdl.handle.net/1911/101552</a>.
dc.identifier.digitalTR83-11
dc.identifier.urihttps://hdl.handle.net/1911/101552
dc.language.isoeng
dc.titleInaccuracy in Quasi-Newton Methods: Local Improvement Theorems
dc.typeTechnical report
dc.type.dcmiText
Files
Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
TR83-11.pdf
Size:
522.83 KB
Format:
Adobe Portable Document Format
Download
Collections
CAAM Technical Reports