Article ID: | iaor19931938 |
Country: | Singapore |
Volume: | 9 |
Issue: | 2 |
Start Page Number: | 207 |
End Page Number: | 220 |
Publication Date: | Nov 1992 |
Journal: | Asia-Pacific Journal of Operational Research |
Authors: | Pu Dingguo |
This paper gives a class of Davidon-Fletcher-Powell variable metric algorithm without exact linear search. It proves that the rate of convergence of this algorithm is one-step superlinear for a uniformly convex goal function.