A new sufficient condition for the convergence of the Davidon–Fletcher–Powell algorithm with Wolfe line search

A new sufficient condition for the convergence of the Davidon–Fletcher–Powell algorithm with Wolfe line search

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Article ID: iaor20001171
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: ,
Abstract:

The DFP algorithm is one of the most famous numerical algorithms for unconstrained optimization. It is an open problem whether 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.

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