A class of DFP algorithms without exact linear search

A class of DFP algorithms without exact linear search

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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:
Abstract:

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.

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