A descent algorithm without line search for unconstrained optimization

作者：Zhou; Guangming

来源：Applied Mathematics and Computation, 2009, 215(7): 2528-2533.

DOI：10.1016/j.amc.2009.08.058

• Unconstrained optimization
• Descent method
• Line search
• Convergence
• Numerical result

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.

• 出版日期2009-12-1
• 单位湘潭大学