| 关于DFP算法的全局收敛性 |
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| 引用本文： | 李董辉.关于DFP算法的全局收敛性[J].湖南大学学报(自然科学版),1993,20(2):16-20,39. |
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| 作者姓名： | 李董辉 |
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| 作者单位： | 湖南大学应用数学系 |
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| 摘 要： |
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| 关 键 词： | 收敛 凸规划 DFP算法 最佳化 |
On the Global Convergence of DFP Method |
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| Li Donghui.On the Global Convergence of DFP Method[J].Journal of Hunan University(Naturnal Science),1993,20(2):16-20,39. |
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| Authors: | Li Donghui |
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| Institution: | Department of Applied Mathematics |
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| Abstract: | This paper deals with the global convergence problem of DFP method for unconstrained optimization problems. For the case of Armijo line searches,we prove the global convergence property of DFP method used for the minimization problem of strickly quadratically convex function. The superlinear convergence property is also obtained. |
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| Keywords: | convergence optimization convex prgramming/DFP method inexact line searches |
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