Armijo rule and strong wolfe line search in generalized newton method
Küçük Resim Yok
Tarih
2009
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Maltepe Üniversitesi
Erişim Hakkı
CC0 1.0 Universal
info:eu-repo/semantics/openAccess
info:eu-repo/semantics/openAccess
Özet
The line search method is one of the two fundamental strategies to solve unconstrained optimization problem that have been developed up to now. The second strategy is trust region method. In the line search method, the success of the algorithm not only depends on well-chosen search direction but also well-chosen step length. In this paper we compare the Armijo step size regulation and Strong Wolfe conditions in generalized Newton algorithm to minimizing a piecewise quadratic convex function. This function arises from dual exterior penalty problem for the problem of finding normal solution of the system of linear equalities. Numerical experience for systems which are selected in NETLIB indicates the behavior of the two inexact line searches differs markedly.
Açıklama
Anahtar Kelimeler
Kaynak
International Conference of Mathematical Sciences
WoS Q Değeri
Scopus Q Değeri
Cilt
Sayı
Künye
Ketabci, S., Parandegan, M. ve Navidi, H. (2009). Armijo rule and strong wolfe line search in generalized newton method. Maltepe Üniversitesi. s. 350.