 Dennis-Moré condition

For a convergent quasi-Newton method sequence $x_k\to x_{\ast }$ with $\nabla f(x_{\ast })=0$, nonsingular $H_{\ast }={\nabla }^{2}f(x_{\ast })$, and continuous Hessian nearby, the displayed condition implies q-superlinear convergence. Here $B_k{s}_k=-\nabla f(x_k)$ and $s_k=x_{k+1}-x_k$. The condition requires Hessian accuracy only along the actual steps, rather than convergence of the full matrix approximations. It is associated with John E. Dennis and Jorge Moré.

Indeed, the first-order expansion of the gradient gives $\nabla f(x_{k+1})=-(B_k-H_{\ast })s_k+o(\Vert s_k\Vert )=o(\Vert s_k\Vert )$. Nonsingularity of $H_{\ast }$ gives $\Vert x-x_{\ast }\Vert \le C\Vert \nabla f(x)\Vert$ locally. Consequently $\Vert e_{k+1}\Vert \le {\epsilon }_k(\Vert e_k\Vert +\Vert e_{k+1}\Vert )$ with ${\epsilon }_k\to 0$. Rearrangement proves $\Vert e_{k+1}\Vert /\Vert e_k\Vert \to 0$. Finite termination is understood separately from ratios with zero denominators.