Title of article
The revised DFP algorithm without exact line search
Author/Authors
Pu، نويسنده , , Dingguo and Tian، نويسنده , , Weiwen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
21
From page
319
To page
339
Abstract
In this paper, we discuss the convergence of the DFP algorithm with revised search direction. Under some inexact line searches, we prove that the algorithm is globally convergent for continuously differentiable functions and the rate of convergence of the algorithm is one-step superlinear and n-step second order for uniformly convex objective functions.
he proof of this paper, we obtain the superlinear and n-step second-order convergence of the DFP algorithm for uniformly convex objective functions.
Keywords
DFP algorithm , Convergence Rate , Convergence , line search
Journal title
Journal of Computational and Applied Mathematics
Serial Year
2003
Journal title
Journal of Computational and Applied Mathematics
Record number
1552153
Link To Document