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Convergence of the DFP Algorithm Without Exact Line Search

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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.

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Authors and Affiliations

  1. Institute of Applied Mathematics, Tongji University, Shanghai, China

    D. Pu (Professor)

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  1. D. Pu
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Pu, D. Convergence of the DFP Algorithm Without Exact Line Search. Journal of Optimization Theory and Applications 112, 187–211 (2002). https://doi.org/10.1023/A:1013004914923

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  • DOI: https://doi.org/10.1023/A:1013004914923

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