On the convergence property of the DFP algorithm (Q803046): Difference between revisions
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scientific article
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English | On the convergence property of the DFP algorithm |
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On the convergence property of the DFP algorithm (English)
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1990
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The authors investigate the convergence of the well-known Davidon- Fletcher-Powell algorithm for solving unconstrained minimization problems, i.e. min f(x), \(x\in R^ n\). The main result is: Suppose that \(f\in C^{1,1}\) and the sequence \(\{x_ k\}\) generated by the algorithm tends to \(x^*\), then \(\nabla f(x^*)=0\). Note that no convexity assumption is required on f.
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convergence
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Davidon-Fletcher-Powell algorithm
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unconstrained minimization
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