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In this paper, we discuss the convergence of Broyden algorithms for the functions which are non-twice differentiable, but have LC gradient. We prove that the rate of convergence of the algorithms is linear for uniformly convex functions. We also demonstrate that under some mild conditions the algorithms are superlinearly convergent.
Acta Mathematicae Applicatae Sinica – Springer Journals
Published: Jul 18, 2007
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