EFFECT OF ROUNDING ERRORS ON THE VARIABLE-METRIC METHOD

It has become customary to compare the performance of unconstrained op timization algorithms on families of extended symmetric test functions . In this paper, results are presented which indicate that the perform ance of the variable metric algorithm on such functions is greatly dis torted by rounding errors that destroy the special nature of these fun ctions. A simple method of overcoming this difficulty is demonstrated, and it confirms the theoretical result that the number of iterations required to solve such problems is independent of the dimension.