| A NEW SUFFICIENT CONDITION FOR THE CONVERGENCE OF THE DFP ALGORITHM WITH WOLFE LINE SEARCH |
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| 作者姓名： | XU Dachuan |
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| 作者单位： | XU Dachuan(Department of Mathematics，Qufu Normal University，Qufu 273165，China)LIU Guanghui(Institute of Applied Mathematics，Academia Sinica，Beijing 100080，China) |
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| 摘 要： | ＡＮＥＷＳＵＦＦＩＣＩＥＮＴＣＯＮＤＩＴＩＯＮＦＯＲＴＨＥＣＯＮＶＥＲＧＥＮＣＥＯＦＴＨＥＤＦＰＡＬＧＯＲＩＴＨＭＷＩＴＨＷＯＬＦＥＬＩＮＥＳＥＡＲＣＨ￥ＸＵＤａｃｈｕａｎ（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，ＱｕｆｕＮｏｒｍａｌＵｎｉｖ...
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A NEW SUFFICIENT CONDITION FOR THE CONVERGENCE OF THE DFP ALGORITHM WITH WOLFE LINE SEARCH |
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| XU Dachuan.A NEW SUFFICIENT CONDITION FOR THE CONVERGENCE OF THE DFP ALGORITHM WITH WOLFE LINE SEARCH[J].Journal of Systems Science and Complexity,1996(3). |
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| Authors: | XU Dachuan |
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| Abstract: | The DFP algorithm is one of the mest famous numerical algorithms for unconstrained optimization.It is an open problem whether DFP algorithm with inexact line searches is globally convergent. In this paper, we propose a sufficient condition for theconvergence of the DFP algorithm with Wolfe line search on uniformly convex objective function. |
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| Keywords: | Global convergence DFP algorithm Wolfe line Search |
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