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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 51, 2002 - Issue 2
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Original Articles

A NOTE ON THE CONVERGENCE OF THE DFP ALGORITHM ON QUADRATIC UNIFORMLY CONVEX FUNCTIONS

Guanghui Liu WHQKB, Research and Development, United Airlines, Elk Grove Township, IL, 60007Correspondence[email protected]
,
Jiye Han Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Institute of Applied Mathematics, Beijing, 100080, P.R. ChinaCorrespondence[email protected]
&
Dachuan Xu Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Institute of Computational Mathematics and Scien tific/Engineering Computing, Beijing, 100080, P.R. ChinaCorrespondence[email protected]
Pages 339-352 | Received 12 Oct 1999, Published online: 10 Jan 2008
 
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Abstract

This paper analyzes the open question of the convergence of the DFP algorithm with inexact line searches. We prove that the DFP algorithm is convergent for quadratic uniformly convex function with commonly used inexact line searches.

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