A modification of Armijo's step-size rule for negative curvature

DOI10.1007/BF01584328zbMath0367.90100MaRDI QIDQ4145437

Garth P. McCormick

Publication date: 1977

Published in: Mathematical Programming (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (33)

Penalty methods for computing points that satisfy second order necessary conditions ⋮ Second-order negative-curvature methods for box-constrained and general constrained optimization ⋮ A new version of the Liu-Storey conjugate gradient method ⋮ New nonlinear conjugate gradient formulas for large-scale unconstrained optimization problems ⋮ Zwei trajektorienverfahren zur Lösung nichtlinearer optimierungsaufgaben ⋮ Using improved directions of negative curvature for the solution of bound-constrained nonconvex problems ⋮ Curved search methods for unconstrained optimization ⋮ Modifications of the Wolfe line search rules to satisfy second-order optimality conditions in unconstrained optimization ⋮ Complexity analysis of interior-point methods for second-order stationary points of nonlinear semidefinite optimization problems ⋮ Detecting negative eigenvalues of exact and approximate Hessian matrices in optimization ⋮ Adaptive nonmonotone line search method for unconstrained optimization ⋮ Nonmonotone second-order Wolfe's line search method for unconstrained optimization problems ⋮ Iterative grossone-based computation of negative curvature directions in large-scale optimization ⋮ Using negative curvature in solving nonlinear programs ⋮ Minimizing a differentiable function over a differential manifold ⋮ Iterative computation of negative curvature directions in large scale optimization ⋮ An unconstrained optimization method using nonmonotone second order Goldstein's line search ⋮ Nonconvex optimization using negative curvature within a modified linesearch ⋮ A curvilinear search algorithm for unconstrained optimization by automatic differentiation ⋮ A curvilinear method based on minimal-memory BFGS updates ⋮ Some new step-size rules for optimization problems ⋮ Global convergence of the Polak-Ribière-Polyak conjugate gradient method with an Armijo-type inexact line search for nonconvex unconstrained optimization problems ⋮ Curvilinear path steplength algorithms for minimization which use directions of negative curvature ⋮ On the final steps of Newton and higher order methods ⋮ A nonmonotone truncated Newton-Krylov method exploiting negative curvature directions, for large scale unconstrained optimization ⋮ On the use of directions of negative curvature in a modified newton method ⋮ Nonmonotone curvilinear line search methods for unconstrained optimization ⋮ A modified PRP conjugate gradient method ⋮ Improving directions of negative curvature in an efficient manner ⋮ A likelihood-based boosting algorithm for factor analysis models with binary data ⋮ A dwindling filter line search method for unconstrained optimization ⋮ An extremal problem with applications to renewable energy production ⋮ Planar conjugate gradient algorithm for large-scale unconstrained optimization. I: Theory

Cites Work

• Unnamed Item
• A modified Newton method for minimization
• Minimization of functions having Lipschitz continuous first partial derivatives
• Newton-type methods for unconstrained and linearly constrained optimization

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