New Inexact Line Search Method for Unconstrained Optimization

Z. J. Shi and J. Shen
Additional contact information
Z. J. Shi: Qufu Normal University
J. Shen: University of Michigan

Journal of Optimization Theory and Applications, 2005, vol. 127, issue 2, No 11, 425-446

Abstract: Abstract We propose a new inexact line search rule and analyze the global convergence and convergence rate of related descent methods. The new line search rule is similar to the Armijo line-search rule and contains it as a special case. We can choose a larger stepsize in each line-search procedure and maintain the global convergence of related line-search methods. This idea can make us design new line-search methods in some wider sense. In some special cases, the new descent method can reduce to the Barzilai and Borewein method. Numerical results show that the new line-search methods are efficient for solving unconstrained optimization problems.

Keywords: Unconstrained optimization; inexact line search; global convergence; convergence rate (search for similar items in EconPapers)
Date: 2005
References: Add references at CitEc
Citations: View citations in EconPapers (9)

Downloads: (external link)
http://link.springer.com/10.1007/s10957-005-6553-6 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:joptap:v:127:y:2005:i:2:d:10.1007_s10957-005-6553-6

Ordering information: This journal article can be ordered from
http://www.springer. ... cs/journal/10957/PS2

DOI: 10.1007/s10957-005-6553-6

Access Statistics for this article

Journal of Optimization Theory and Applications is currently edited by Franco Giannessi and David G. Hull

More articles in Journal of Optimization Theory and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().