TITLE:
Global Convergence of Curve Search Methods for Unconstrained Optimization
AUTHORS:
Zhiwei Xu, Yongning Tang, Zhen-Jun Shi
KEYWORDS:
Unconstrained Optimization, Curve Search Method, Global Convergence, Convergence Rate
JOURNAL NAME:
Applied Mathematics,
Vol.7 No.7,
April
28,
2016
ABSTRACT: In this paper we propose a new family of curve search methods for
unconstrained optimization problems, which are based on searching a new iterate
along a curve through the current iterate at each iteration, while line search
methods are based on finding a new iterate on a line starting from the current
iterate at each iteration. The global convergence and linear convergence rate
of these curve search methods are investigated under some mild conditions.
Numerical results show that some curve search methods are stable and effective
in solving some large scale minimization problems.