Convergence Properties of the DFP Algorithm for Unconstrained Optimization

Authors: Liu G.¹; Jing L.²; Han L.³

Source: Optimization, Volume 51, Number 5, 1 January 2002 , pp. 731-758(28)

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Abstract:

In this article, the convergence properties of the DFP algorithm with inexact line searches on uniformly convex functions are investigated. An inexact line search is proposed and the global convergence and superlinear convergence of the DFP algorithm with this line search on uniformly convex functions are proved.

Keywords: DFP algorithm; Strong Wolfe-type line search; Global convergence; Unconstrained optimization

Document Type: Research article

Affiliations: 1: WHQKB, Research and Development, United Airlines, IL 60007, USA 2: College of Economics and Management, Beijing Forestry University, Beijing 100083, P.O. Box 206, PR China 3: Department of Mathematics, University of Michigan-Flint, Flint, MI 48502-1950, USA

Publication date: 2002-01-01