The revised DFP algorithm without exact line search (Q1811670)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The revised DFP algorithm without exact line search |
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The revised DFP algorithm without exact line search (English)
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17 June 2003
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The convergence of the Davidon-Fletcher-Powell (DFP) algorithm with revised search direction is investigated. It is proved, under some inexact line searches, 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.
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DFP algorithm
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line search
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convergence
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Davidson-Fletcher-Powell algorithm
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