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Modifications of the Wolfe Line Search Rules to Satisfy Second-Order Optimally Conditions in Unconstrained Optimization |
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| Authors: | W Zhou Z S Chalabi |
| Institution: | (1) Research Scientist, Process Engineering Division, Silsoe Research Institute, Wrest Park, Silsoe, Bedford, England;(2) Process Engineering Division, Silsoe Research Institute, Wrest Park, Silsoe, Bedford, England |
| 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 |
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