Practical Convergence Conditions for the Davidon-Fletcher-Powell Method.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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The convergence properties of the Davidon-Fletcher-Powell method when applied to the minimization of convex functions are considered for the case where the one-dimensional minimization required at each iteration is not solved exactly. Conditions on the error incurred at each iteration are given which are sufficient for the method to achieve the same order of convergence as the best known to apply when exact line searches are performed. Author
- Operations Research