A note on the convergence of the DFP algorithm on quadratic uniformly convex functions

doi:10.1080/02331930290019468

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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
发表期刊	OPTIMIZATION
ISSN	0233-1934
卷号	51 期号:2 页码:339-352
摘要	This 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.
关键词	global convergence DFP algorithm inexact line search
DOI	10.1080/02331930290019468
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000175121700008
出版者	TAYLOR & FRANCIS LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17990
专题	中国科学院数学与系统科学研究院
通讯作者	Liu, GH
作者单位	1.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
推荐引用方式 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.