LINE SEARCH ALGORITHMS WITH GUARANTEED SUFFICIENT DECREASE

Citation
Jj. More et Dj. Thuente, LINE SEARCH ALGORITHMS WITH GUARANTEED SUFFICIENT DECREASE, ACM transactions on mathematical software, 20(3), 1994, pp. 286-307
Citations number
20
Language
INGLESE
art.tipo
Article
Categorie Soggetti
Computer Sciences",Mathematics
ISSN journal
0098-3500
Volume
20
Issue
3
Year of publication
1994
Pages
286 - 307
Database
ISI
SICI code
0098-3500(1994)20:3<286:LSAWGS>2.0.ZU;2-O
Abstract
The development of software for minimization problems is often based o n a line search method. We consider line search methods that satisfy s ufficient decrease and curvature conditions, and formulate the problem of determining a point that satisfies these two conditions in terms o f finding a point in a set T(mu). We describe a search algorithm for t his problem that produces a sequence of iterates that converge to a po int in T(mu) and that, except for pathological cases, terminates in a finite number of steps. Numerical results for an implementation of the search algorithm on a set of test functions show that the algorithm t erminates within a small number of iterations.