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Analogues of Dixon's and Powell's Theorems for Unconstrained Minimization with Inexact Line Searches

Abstract

By modifying the way in which search directions are defined, we show how to relax the restrictive assumption that line searches must be exact in the theorems of Dixon and Powell. We show also that the BFGS algorithm modified in this way is equivalent to the three-term-recurrence (TTR) method for quadratic functions

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