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Analogues of Dixon's and Powell's Theorems for Unconstrained Minimization with Inexact Line Searches
1986
SIAM Journal on Numerical Analysis
Preserved Fulltext
By modifying the way in which search directions are defined, we show how to relax the restrictive assumption that line searches must be exact in the theorems of Dixon and Powell. W e show also that the BFGS algorithm modified in t h s way is equivalent to the three-term-recurrence (TTR) method for quadratic fuctions.
doi:10.1137/0723012
fatcat:le4vcmloijgujgkkcjqaisrpmq