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A Line Search Algorithm for Unconstrained Optimization

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DOI: 10.4236/jsea.2010.35057    6,190 Downloads   12,035 Views   Citations

ABSTRACT

It is well known that the line search methods play a very important role for optimization problems. In this paper a new line search method is proposed for solving unconstrained optimization. Under weak conditions, this method possesses global convergence and R-linear convergence for nonconvex function and convex function, respectively. Moreover, the given search direction has sufficiently descent property and belongs to a trust region without carrying out any line search rule. Numerical results show that the new method is effective.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

G. Yuan, S. Lu and Z. Wei, "A Line Search Algorithm for Unconstrained Optimization," Journal of Software Engineering and Applications, Vol. 3 No. 5, 2010, pp. 503-509. doi: 10.4236/jsea.2010.35057.

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