On the convergence of the DFP algorithm for unconstrained optimization when there are only two variables

DOI10.1007/S101070000147MaRDI QIDQ1591483zbMATH OpenFDO

Authors M. J. D. Powell

Publication date 2000

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S101070000147

zbMATH Keywords

Davidon-Fletcher-Powell algorithmline searchnonlinear programmingquasi-Newton methodunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Recommendations

• On the convergence property of the DFP algorithm
• scientific article; zbMATH DE number 4112394
• Convergence of DFP algorithm
• scientific article; zbMATH DE number 238304
• scientific article; zbMATH DE number 4218959

Cited in

(8)

• Convergence property of a class of variable metric methods.
• A perfect example for the BFGS method
• Implementing and modifying Broyden class updates for large scale optimization
• A regularized limited memory BFGS method for nonconvex unconstrained minimization
• Newton's iterates can converge to non-stationary points
• Nonsmooth variants of Powell's BFGS convergence theorem
• Convergence analysis of the DFP algorithm for unconstrained optimization problems on Riemannian manifolds
• On the convergence property of the DFP algorithm

This page was built for publication: On the convergence of the DFP algorithm for unconstrained optimization when there are only two variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1591483)