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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
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