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计算数学 1993
ON THE CONVERGENCE PROPERTIES OF AN ODE ALGORTHM FOR UNCONSTRAINED OPTIMIZATION
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Abstract:
In this paper, we study the convergence properties of an ODE algorithm for uncon- strained optimization which is called IMPBOT in 1]. The global convergence and super- linear convergence of IMPBOT are proved. It is also shown by an example that the order of convergence is not larger than 1. This paper solves one of the problems proposed in 1].