Convergence of the DFP algorithm without exact line search (Q5959907)
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scientific article; zbMATH DE number 1727018
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| English | Convergence of the DFP algorithm without exact line search |
scientific article; zbMATH DE number 1727018 |
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Convergence of the DFP algorithm without exact line search (English)
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11 April 2002
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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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Dennis-Fletcher-Powell algorithm
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superlinear convergence
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quadratic convergence
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line search
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0.98098075
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0.94602877
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0.92596817
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0.9154102
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0.9054649
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