Some examples of cycling in variable metric methods for constrained minimization
| Autor: | Chamberlain, R. M. |
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| Zdroj: | Mathematical Programming; December 1979, Vol. 16 Issue: 1 p378-383, 6p |
| Abstrakt: | Although variable metric methods for constrained minimization generally give good numerical results, many of their convergence properties are still open. In this note two examples are presented to show that variable metric methods may cycle between two points instead of converging to the required solution. |
| Databáze: | Supplemental Index |
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