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A descent algorithm without line search for unconstrained optimization
Authors:Guangming Zhou
Institution:School of Mathematics and Computational Science, Xiangtan University, Xiangtan, 411105 Hunan, People’s Republic of China
Abstract: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.
Keywords:Unconstrained optimization  Descent method  Line search  Convergence  Numerical result
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