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Initialization-dependent BFGS trial rates for tilted absolute values

Chen, Qiuyu
arXiv (All) · Papers
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numerical-analysisoptimization-and-control
Lewis and Overton conjectured in 2008 that, for BFGS applied to the one-dimensional tilted absolute value with their Armijo--Wolfe line search, every nonterminating execution converges at a trial-normalized rate determined only by the tilt parameter and independent of the initial data. We prove that
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