TITLE:
Global Convergence of an Extended Descent Algorithm without Line Search for Unconstrained Optimization
AUTHORS:
Cuiling Chen, Liling Luo, Caihong Han, Yu Chen
KEYWORDS:
Unconstrained Optimization, Descent Method, Line Search, Global Convergence
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.6 No.1,
January
16,
2018
ABSTRACT: In this
paper, we extend a descent algorithm without line search for solving
unconstrained optimization problems. Under mild conditions, its global
convergence is established. Further, we generalize the search direction to more
general form, and also obtain the global convergence of corresponding
algorithm. The numerical results illustrate that the new algorithm is
effective.