On the convergence of the DFP algorithm for unconstrained optimization when there are only two variables

DOI10.1007/s101070000147zbMath0964.65068MaRDI QIDQ1591483

M. J. D. Powell

Publication date: 2000

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

unconstrained optimizationnonlinear programmingquasi-Newton methodline searchDavidon-Fletcher-Powell algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53)

Related Items (6)

A perfect example for the BFGS method ⋮ Newton's iterates can converge to non-stationary points ⋮ Nonsmooth Variants of Powell's BFGS Convergence Theorem ⋮ A regularized limited memory BFGS method for nonconvex unconstrained minimization ⋮ Convergence property of a class of variable metric methods. ⋮ Implementing and modifying Broyden class updates for large scale optimization

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