On the convergence property of the DFP algorithm
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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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Cites work
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(21)- The convergence of Broyden algorithms for LC gradient function
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- Convergence of DFP algorithm
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- A new family of globally convergent conjugate gradient methods
- scientific article; zbMATH DE number 4218959 (Why is no real title available?)
- scientific article; zbMATH DE number 3967814 (Why is no real title available?)
- scientific article; zbMATH DE number 4094691 (Why is no real title available?)
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- scientific article; zbMATH DE number 1310905 (Why is no real title available?)
- A new two-parameter family of nonlinear conjugate gradient methods
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- On the Local and Superlinear Convergence of a Parameterized DFP Method
- Superlinear convergence of the DFP algorithm without exact line search
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