On the convergence property of the DFP algorithm (Q803046)

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.