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This paper presents a unified framework of the nonmonotone convex combinationalgorithms (such as Frank-Wolfe Algorithm) for solving the traffic assignmentproblems. Global convergence results are estab...
A NEW SUFFICIENT CONDITION FOR THE CONVERGENCE OF THE DFP ALGORITHM WITH WOLFE LINE SEARCH
Global convergence DFP algorithm Wolfe
2007/8/7
The DFP algorithm is one of the mest famous numerical algorithms for unconstrained optimization.It is an open problem whether DFP algorithm with inexact line searches is globally convergent. In this p...