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An only 2-step Q-superlinear convergence example for some algorithms that use reduced hessian approximations

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Abstract

It is shown by example that the reduced Hessian method for constrained optimization that is known to give 2-stepQ-superlinear convergence may not convergeQ-superlinearly.

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References

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Yuan, Y. An only 2-step Q-superlinear convergence example for some algorithms that use reduced hessian approximations. Mathematical Programming 32, 224–231 (1985). https://doi.org/10.1007/BF01586092

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  • DOI: https://doi.org/10.1007/BF01586092

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