On algorithms invariant to nonlinear scaling with inexact searches (Q1101347)
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scientific article; zbMATH DE number 4047454
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| English | On algorithms invariant to nonlinear scaling with inexact searches |
scientific article; zbMATH DE number 4047454 |
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On algorithms invariant to nonlinear scaling with inexact searches (English)
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1987
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Among the problems of unconstrained optimization invariancy to nonlinear scaling is an interesting subject. But the discussions were so far based on the assumption of exact line searches. Hence there are some essential deficiency in theory and practice. In this paper, using a more general concept of invariance, an invariant algorithm not depending on the accuracy of line searches is established for the model of \textit{W. R. Boland, E. R. Kamgnia} and \textit{J. S. Kowalik} [J. Optimization Theory Appl. 27, 221-230 (1979; Zbl 0396.49024)].
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unconstrained optimization
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invariancy to nonlinear scaling
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exact line searches
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0.749276876449585
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0.7362118363380432
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