Convergence analysis of the DFP algorithm for unconstrained optimization problems on Riemannian manifolds
摘要
In this paper, we propose the DFP algorithm with inexact line search for unconstrained optimization problems on Riemannian manifolds. Under some reasonable conditions, the global convergence result is established and the superlinear local convergence rate of the DFP algorithm is proved on Riemannian manifolds. The preliminary computational experiment is also reported to illustrate the effectiveness of the DFP algorithm.