On the Local and Superlinear Convergence of a Parameterized DFP Method

DOI10.1080/01630563.2013.809736zbMATH Open1321.90153OpenAlexW2061283479MaRDI QIDQ5409730FDOQ5409730

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

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zbMATH Keywords

superlinear convergencelinear convergencequasi-Newton equationDFP updating formulahereditary positive definiteness

Mathematics Subject Classification ID

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

Cites Work

• Numerical Optimization
• Optimization theory and methods. Nonlinear programming
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• A classification of quasi-Newton methods
• Unified approach to quadratically convergent algorithms for function minimization
• On the Global Convergence of Broyden's Method
• Modifying the BFGS method
• Quasi-Newton Methods for Unconstrained Optimization
• An assessment of two approaches to variable metric methods
• The revised DFP algorithm without exact line search
• Convergence of the DFP algorithm without exact line search

Cited In (3)

• A derivative-free line search and dfp method for symmetric equations with global and superlinear convergence
• Title not available (Why is that?)
• Title not available (Why is that?)

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