Affiliation:
1. Argonne National Lab, Argonne, IL
Abstract
The development of software for minimization problems is often based on a line search method. We consider line search methods that satisfy sufficient decrease and curvature conditions, and formulate the problem of determining a point that satisfies these two conditions in terms of finding a point in a set
T(μ)
. We describe a search algorithm for this problem that produces a sequence of iterates that converge to a point in
T(μ)
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 terminates within a small number of iterations.
Publisher
Association for Computing Machinery (ACM)
Subject
Applied Mathematics,Software
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