Back to Search
Start Over
New Inexact Line Search Method for Unconstrained Optimization.
- Source :
- Journal of Optimization Theory & Applications; Nov2005, Vol. 127 Issue 2, p425-446, 22p
- Publication Year :
- 2005
-
Abstract
- We propose a new inexact line search rule and analyze the global convergence and convergence rate of related descent methods. The new line search rule is similar to the Armijo line-search rule and contains it as a special case. We can choose a larger stepsize in each line-search procedure and maintain the global convergence of related line-search methods. This idea can make us design new line-search methods in some wider sense. In some special cases, the new descent method can reduce to the Barzilai and Borewein method. Numerical results show that the new line-search methods are efficient for solving unconstrained optimization problems. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00223239
- Volume :
- 127
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Journal of Optimization Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 19520272
- Full Text :
- https://doi.org/10.1007/s10957-005-6553-6