Convergence Properties of the DFP Algorithm for Unconstrained Optimization

Abstract

In this article, the convergence properties of the DFP algorithm with inexact line searches on uniformly convex functions are investigated. An inexact line search is proposed and the global convergence and superlinear convergence of the DFP algorithm with this line search on uniformly convex functions are proved.

Keywords:

• Dfp Algorithm
• Strong Wolfe-type Line Search
• Global Convergence
• Unconstrained Optimization