Original paper
Sufficient descent directions in unconstrained optimization
Volume: 48, Issue: 3, Pages: 515 - 532
Published: Jul 9, 2009
Abstract
Descent property is very important for an iterative method to be globally convergent. In this paper, we propose a way to construct sufficient descent directions for unconstrained optimization. We then apply the technique to derive a PSB (Powell-Symmetric-Broyden) based method. The PSB based method locally reduces to the standard PSB method with unit steplength. Under appropriate conditions, we show that the PSB based method with Armijo line...
Paper Details
Title
Sufficient descent directions in unconstrained optimization
Published Date
Jul 9, 2009
Volume
48
Issue
3
Pages
515 - 532
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