A descent algorithm without line search for unconstrained optimization

• Published in: Applied mathematics and computation Vol. 215; no. 7; pp. 2528 - 2533
• Main Author: Zhou, Guangming
• Format: Journal Article
• Language: English
• Published: Amsterdam Elsevier Inc 01.12.2009; Elsevier
• Subjects: Convergence; Descent method; Exact sciences and technology; Line search; Mathematical analysis; Mathematics; Numerical analysis; Numerical analysis. Scientific computation; Numerical result; Sciences and techniques of general use; Unconstrained optimization; Line search; Unconstrained optimization; Numerical result; Descent method; Convergence; Numerical analysis; Applied mathematics; Optimization method; Problem solving; Iteration; Search algorithm
• ISSN: 0096-3003; 1873-5649
• DOI: 10.1016/j.amc.2009.08.058

In this paper, 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.