A descent algorithm without line search for unconstrained optimization. (English) Zbl 1181.65090

Zhou, Guangming

Appl. Math. Comput. 215, No. 7, 2528-2533 (2009).

Author’s abstract: A new descent algorithm for solving unconstrained optimization problem is presented. Its search direction is descent and line search procedure can be avoided except for the first iteration. It is globally convergent under mild conditions. The search direction of the new algorithm is generalized and convergence of corresponding algorithm is also proved. Numerical results show that the algorithm is efficient for given test problems.

Reviewer: Klaus Schittkowski (Bayreuth)

MSC:

65K05	Numerical mathematical programming methods
90C30	Nonlinear programming

Keywords:

unconstrained optimization; descent method; line search; convergence; numerical result; algorithm

Software:

minpack

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