Abstract: n this work we give a detailed look to the DFP method for solving unconstrained optimization problems. Section( 0 ), shows the history and developments of the method . Section (1), general theory of the problem is described , constricting on the practical side in the description . Section (2), Newton's method is described . It constitute a solid base, both theoretical and practical , for the class of methods known as Quasi –Newton method. From this class comes the DFP method is described in section (3) . Detailed result on the DFP are shown in this work .Section (4) shows a practical implementation of the DFP method on quadratic function to test the theoretical results shown in the work.
Keywords: It constitute a solid base, both theoretical and practical.
1. Brian D. Bundy 1985 Basic Optimization Methods.
2. Boyd and L.Vandenberghe 2004, Convex Optimization Cambridge University.
3. David G. Luenberger Linear and nonlinear Programming 2nd Edition.
4. Masanao Aoki 1971 Introduction to Optimization Techniques Fundamental and Applications of non-linear Programming
5. Mohsen Hassan Abdulla 1997 An extension to the Dantzig-wolfe Method .
6. Phillip E. Gill Waller Murray and Margret H.Wright 1981 Practical Optimization .
7. S.S. Rao 1977 Optimization Theory and Applications 2nd Edition. .
8. Stephen G.Nash and Ariela Sofer (1996).Linear and Nonlinear Programming.
9. Singiresu S. Rao 1996Engineering optimization: theory and practice
10. Fletcher R. 1987 Practical Methods of Optimization Second Edition.
11. Forsgen J. Osbome 2014 Kuhn Tucker.
12. Forsgren , A; Gill,P.E; and Wright ,M.H." Interior Methods for Non linear optimization ". SIAm Rev 525-597n(2002).
13. Tokhomirov, V.M." The Evaluation of Methods of Convex Optimization '. Amer .Math . Monthly 103 65-71 (1996).