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