On the Convergence of the Variable Metric Algorithm
نویسنده
چکیده
The variable metric algorithm is a frequently used method for calculating the least value of a function of several variables. However it has been proved only that the method is successful if the objective function is quadratic, although in practice it treats many types of objective functions successfully. This paper extends the theory, for it proves that successful convergence is obtained provided that the objective function has a strictly positive definite second derivative matrix for all values of its variables. Moreover it is shown that the rate of convergence is super-linear.
منابع مشابه
W-convergence of the proximal point algorithm in complete CAT(0) metric spaces
In this paper, we generalize the proximal point algorithm to complete CAT(0) spaces and show that the sequence generated by the proximal point algorithm $w$-converges to a zero of the maximal monotone operator. Also, we prove that if $f: Xrightarrow ]-infty, +infty]$ is a proper, convex and lower semicontinuous function on the complete CAT(0) space $X$, then the proximal...
متن کاملOn new faster fixed point iterative schemes for contraction operators and comparison of their rate of convergence in convex metric spaces
In this paper we present new iterative algorithms in convex metric spaces. We show that these iterative schemes are convergent to the fixed point of a single-valued contraction operator. Then we make the comparison of their rate of convergence. Additionally, numerical examples for these iteration processes are given.
متن کاملThe Wavelet Transform-Domain LMS Adaptive Filter Algorithm with Variable Step-Size
The wavelet transform-domain least-mean square (WTDLMS) algorithm uses the self-orthogonalizing technique to improve the convergence performance of LMS. In WTDLMS algorithm, the trade-off between the steady-state error and the convergence rate is obtained by the fixed step-size. In this paper, the WTDLMS adaptive algorithm with variable step-size (VSS) is established. The step-size in each subf...
متن کاملA note on convergence in fuzzy metric spaces
The sequential $p$-convergence in a fuzzy metric space, in the sense of George and Veeramani, was introduced by D. Mihet as a weaker concept than convergence. Here we introduce a stronger concept called $s$-convergence, and we characterize those fuzzy metric spaces in which convergent sequences are $s$-convergent. In such a case $M$ is called an $s$-fuzzy metric. If $(N_M,ast)$ is a fuzzy metri...
متن کاملON MULTIPHASE ALGORITHM FOR SINGLE VARIABLE EQUATION USING NEWTON'S CORRECTION METHOD
This paper brings to light a method based on Multiphase algorithm for single variable equation using Newton's correction. Newton's method is derived through the logarithmic differentiation of polynomial equation. A correction term which enhances the high speed of convergence is hereby introduced. A translation of Newton's method to Total Step and Single Step Methods (T. S. M and S. S. M) re...
متن کاملConvergence of an Iterative Scheme for Multifunctions on Fuzzy Metric Spaces
Recently, Reich and Zaslavski have studied a new inexact iterative scheme for fixed points of contractive and nonexpansive multifunctions. In 2011, Aleomraninejad, et. al. generalized some of their results to Suzuki-type multifunctions. The study of iterative schemes for various classes of contractive and nonexpansive mappings is a central topic in fixed point theory. The importance of Banach ...
متن کامل