Modifications of the Wolfe Line Search Rules to Satisfy Second-Order Optimally Conditions in Unconstrained Optimization

W. Zhou and Z. S. Chalabi
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W. Zhou: Silsoe Research Institute
Z. S. Chalabi: Silsoe Research Institute

Journal of Optimization Theory and Applications, 1998, vol. 96, issue 1, No 14, 235-246

Abstract: Abstract The line search method incorporating the Wolfe conditions is modified to ensure that a descent algorithm terminates in a finite number of steps at an approximate stationary point where the second-order conditions of optimality are satisfied. A simple procedure based on conjugate directions is proposed to determine directions of negative curvature.

Keywords: Wolfe conditions; first-order optimality condition; second-order optimality condition; negative curvature; conjugate directions (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022683605258

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