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A note on the convergence of the DFP algorithm on quadratic uniformly convex functions
Liu, GH; Han, JY; Xu, DC
2002-04-01
Source PublicationOPTIMIZATION
ISSN0233-1934
Volume51Issue:2Pages:339-352
AbstractThis paper analyzes the open question of the convergence of the DFP algorithm with inexact line searches. We prove that the DFP algorithm is convergent for quadratic uniformly convex function with commonly used inexact line searches.
Keywordglobal convergence DFP algorithm inexact line search
DOI10.1080/02331930290019468
Language英语
WOS Research AreaOperations Research & Management Science ; Mathematics
WOS SubjectOperations Research & Management Science ; Mathematics, Applied
WOS IDWOS:000175121700008
PublisherTAYLOR & FRANCIS LTD
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/17990
Collection中国科学院数学与系统科学研究院
Affiliation1.Unitd Airlines, WHQKB, Res & Dev, Elk Grove Village, IL 60007 USA
2.Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China
3.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China
Recommended Citation
GB/T 7714
Liu, GH,Han, JY,Xu, DC. A note on the convergence of the DFP algorithm on quadratic uniformly convex functions[J]. OPTIMIZATION,2002,51(2):339-352.
APA Liu, GH,Han, JY,&Xu, DC.(2002).A note on the convergence of the DFP algorithm on quadratic uniformly convex functions.OPTIMIZATION,51(2),339-352.
MLA Liu, GH,et al."A note on the convergence of the DFP algorithm on quadratic uniformly convex functions".OPTIMIZATION 51.2(2002):339-352.
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