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A Line Search Algorithm for Unconstrained Optimization
College of Mathematics and Information Science, Guangxi University, Nanning, China
School of Mathematical Science, Guangxi Teachers Education University, Nanning, China.
College of Mathematics and Information Science, Guangxi University, Nanning, China
- 1 College of Mathematics and Information Science, Guangxi University, Nanning, China
- 2 School of Mathematical Science, Guangxi Teachers Education University, Nanning, China.
- 3 College of Mathematics and Information Science, Guangxi University, Nanning, China
Journal of Software Engineering and Applications·Volume 03 (2010)·Pages 503–509·Published 26 May 2010·DOI10.4236/jsea.2010.35057
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Abstract
It is well known that the line search methods play a very important role for optimization problems. In this paper a new line search method is proposed for solving unconstrained optimization. Under weak conditions, this method possesses global convergence and R-linear convergence for nonconvex function and convex function, respectively. Moreover, the given search direction has sufficiently descent property and belongs to a trust region without carrying out any line search rule. Numerical results show that the new method is effective.
KeywordsLine SearchUnconstrained OptimizationGlobal ConvergenceR-linear Convergence
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