Efficient Line Search Methods for Convex Functions

DOI10.1137/04061115XMaRDI QIDQ5444295zbMATH OpenOpenAlexFDO

Authors Edgar Den Boef, D. Den Hertog

Publication date 25 February 2008

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/04061115x

zbMATH Keywords

algorithmsconvex optimizationgolden section methodnumerical experimentationtriangle section method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

Recommendations

• scientific article; zbMATH DE number 17710
• Efficent line search algorithm for unconstrained optimization
• Convergence of descent method with new line search
• New line search methods for unconstrained optimization
• scientific article; zbMATH DE number 2238084

Cited in

(5)

• The radar method: An effective line search for piecewise linear concave functions
• Line search termination criteria for collinear scaling algorithms for minimizing a class of convex functions
• Line search methods with guaranteed asymptotical convergence to an improving local optimum of multimodal functions
• Optimal transport-based distributionally robust optimization: structural properties and iterative schemes
• Arc-search in numerical optimization

This page was built for publication: Efficient Line Search Methods for Convex Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5444295)