On the Local and Superlinear Convergence of a Parameterized DFP Method

DOI10.1080/01630563.2013.809736MaRDI QIDQ5409730zbMATH OpenOpenAlexFDO

Authors Lei-Hong Zhang, Ping-Qi Pan, Shi-Pei Zhang

Publication date 14 April 2014

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630563.2013.809736

zbMATH Keywords

DFP updating formulahereditary positive definitenesslinear convergencequasi-Newton equationsuperlinear convergence

Mathematics Subject Classification ID

Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

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Cites work

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• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
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• Optimization theory and methods. Nonlinear programming
• Properties and numerical performance of quasi-Newton methods with modified quasi-Newton equations
• Quasi-Newton Methods for Unconstrained Optimization
• Quasi-Newton Methods, Motivation and Theory
• The revised DFP algorithm without exact line search
• The superlinear convergence of a modified BFGS-type method for unconstrained optimization
• Unified approach to quadratically convergent algorithms for function minimization

Cited in

(3)

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