A globally convergent gradient-like method based on the Armijo line search

DOI10.22124/JMM.2021.18854.1612MaRDI QIDQ5080090zbMATH OpenFDO

Authors Ahmad Kamandi, Keyvan Amini

Publication date 31 May 2022

Full work available at URL https://arxiv.org/abs/1904.06321

zbMATH Keywords

Armijo conditionconjugate gradient algorithmglobal convergenceunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10)

Abstract: In this paper, a new conjugate gradient-like algorithm is proposed to solve unconstrained optimization problems. The step directions generated by the new algorithm satisfy sufficient descent condition independent of the line search. The global convergence of the new algorithm, with the Armijo backtracking line search, is proved. Numerical experiments indicate the efficiency and robustness of the new algorithm.

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Cited in

(5)

• Multiple use of backtracking line search in unconstrained optimization
• An efficient hybrid conjugate gradient method for unconstrained optimization
• scientific article; zbMATH DE number 6795872 (Why is no real title available?)
• Global convergence of the Armijo epsilon steepest descent algorithm
• A convex combination of improved Fletcher-Reeves and Rivaie-Mustafa-Ismail-Leong conjugate gradient methods for unconstrained optimization problems and applications

Describes a project that uses

Uses Software

• CUTEst

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