The revised DFP algorithm without exact line search
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The convergence of the Davidon-Fletcher-Powell (DFP) algorithm with revised search direction is investigated. It is proved, under some inexact line searches, that the algorithm is globally convergent for continuously differentiable functions and the rate of convergence of the algorithm is one-step superlinear and \(n\)-step second-order for uniformly convex objective functions.
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Cited in
(18)- A short note on the Duff-Nocedal-Reid algorithm
- Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing
- A class of revised Broyden algorithms
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- A NOTE ON THE CONVERGENCE OF THE DFP ALGORITHM ON QUADRATIC UNIFORMLY CONVEX FUNCTIONS
- Convergence Properties of the DFP Algorithm for Unconstrained Optimization
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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
- Convergence of the DFP algorithm without exact line search
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- An augmented memoryless Davidon–Fletcher–Powell method based on the Dai–Liao approach
- Convergence analysis of the DFP algorithm for unconstrained optimization problems on Riemannian manifolds
- On the convergence property of the DFP algorithm
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