Convergence of the DFP Algorithm Without Exact Line Search

D. Pu
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D. Pu: Tongji University

Journal of Optimization Theory and Applications, 2002, vol. 112, issue 1, No 10, 187-211

Abstract: Abstract In this paper, we consider the DFP algorithm without exact line search. We strengthen the conditions on the line search and prove that, under the new line search conditions, the DFP algorithm is globally convergent, Q-superlinearly convergent, and n-step quadratically convergent.

Keywords: Quasi-Newton equation; DFP algorithm; superlinear convergence; quadratic convergence (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1013004914923

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