Convergence of the DFP algorithm without exact line search

DOI10.1023/A:1013004914923MaRDI QIDQ5959907zbMATH OpenOpenAlexFDO

Authors Dinguo Pu

Publication date 11 April 2002

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1013004914923

zbMATH Keywords

Dennis-Fletcher-Powell algorithmline searchquadratic convergencesuperlinear convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The Dennis-Fletcher-Powell (DFP) algorithm without exact line search is considered. The conditions on the line search are strengthened and it is proved 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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Cites work

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Cited in

(16)

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• Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing
• Convergence of DFP algorithms without convexity and exact line search assumptions
• A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION
• scientific article; zbMATH DE number 4048294 (Why is no real title available?)
• scientific article; zbMATH DE number 4112394 (Why is no real title available?)
• scientific article; zbMATH DE number 1185967 (Why is no real title available?)
• scientific article; zbMATH DE number 1310905 (Why is no real title available?)
• scientific article; zbMATH DE number 232393 (Why is no real title available?)
• On the Local and Superlinear Convergence of a Parameterized DFP Method
• Superlinear convergence of the DFP algorithm without exact line search
• Optimal decentralized control of a wind turbine and diesel generator system
• A projection-based derivative free DFP approach for solving system of nonlinear convex constrained monotone equations with image restoration applications
• Eigenvalue analyses on the memoryless Davidon-Fletcher-Powell method based on a spectral secant equation
• An augmented memoryless Davidon–Fletcher–Powell method based on the Dai–Liao approach
• Convergence analysis of the DFP algorithm for unconstrained optimization problems on Riemannian manifolds

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