| Article ID: | iaor19981959 |
| Country: | China |
| Volume: | 9 |
| Issue: | 3 |
| Start Page Number: | 259 |
| End Page Number: | 269 |
| Publication Date: | Jul 1996 |
| Journal: | Journal of Systems Science and Complexity |
| Authors: | Liu G.H., Xu D.C. |
The Davidon–Fletcher–Powell (DFP) algorithm is one of the most famous numerical algorithms for unconstrained optimization. It is an open problem whether the DFP algorithm with inexact line searches is globally convergent. In this paper, the authors propose a sufficient condition for the convergence of the DFP algorithm with Wolfe line search on uniformly convex objective function.