Local Convergence of the Symmetric Rank-One Iteration

  title={Local Convergence of the Symmetric Rank-One Iteration},
  author={C. T. Kelley and E. Sachs},
  journal={Computational Optimization and Applications},
  • C. T. Kelley, E. Sachs
  • Published 1995
  • Mathematics, Computer Science
  • Computational Optimization and Applications
  • We consider conditions under which the SR1 iteration is locally convergent. We apply the result to a pointwise structured SR1 method that has been used in optimal control. 
    13 Citations

    Topics from this paper

    Shape-Changing L-SR1 Trust-Region Methods
    • 5
    • PDF
    On the performance of a new symmetric rank-one method with restart for solving unconstrained optimization problems
    • 1
    A symmetric rank-one quasi-Newton line-search method using negative curvature directions
    • 4
    • PDF
    A Modified Rank One Update Which Converges Q-Superlinearly
    • P. Spellucci
    • Mathematics, Computer Science
    • Comput. Optim. Appl.
    • 2001
    • 8
    • PDF
    On solving L-SR1 trust-region subproblems
    • 18
    • PDF
    Quasi-Newton acceleration for equality-constrained minimization
    • 3
    • Highly Influenced
    • PDF
    Quasi-Newton methods for large-scale electromagnetic inverse problems
    • 70


    Convergence of quasi-Newton matrices generated by the symmetric rank one update
    • 165
    • PDF
    Analysis of a Symmetric Rank-One Trust Region Method
    • 58
    A Theoretical and Experimental Study of the Symmetric Rank-One Update
    • 97
    • PDF
    Iterative Methods for Linear and Nonlinear Equations
    • 2,326
    Iterative solution of nonlinear equations in several variables
    • 7,432
    Fast secant methods for the iterative solution of large nonsymmetric linear systems
    • 52
    • PDF