UPM Institutional Repository

A new inexact line search method for convex optimization problems


Citation

Moyi, Aliyu Usman and Leong, Wah June (2013) A new inexact line search method for convex optimization problems. In: 2013 International Conference on Applied Mathematics and Computational Methods (AMCM 2013), 28-30 Sept. 2013, Venice, Italy. (pp. 59-61).

Abstract

In general one can say that line search procedure for the steplength and search direction are two important elements of a line search algorithm. The line search procedure requires much attention because of its far implications on the robustness and efficiency of the algorithm. The purpose of this paper is to propose a simple yet effective line search strategy in solving unconstrained convex optimization problems. This line search procedure does not require the evaluation of the objective function. Instead, it forces reduction in gradient norm on each direction. Hence it is suitable for problems when function evaluation is very costly. To illustrate the effectiveness of our line search procedure, we employ this procedure together with the symmetric rank one quasi-Newton update and test it against the same quasi-Newton method with the well-known Armijo line search. Numerical results on a set of standard unconstrained optimization problems showed that the proposed procedure is superior to the Armijo line search.


Download File

[img] PDF
ID 27578.pdf
Restricted to Repository staff only

Download (345kB)

Additional Metadata

Item Type: Conference or Workshop Item (Paper)
Divisions: Faculty of Science
Notes: Full text are available at Sepcial Collection Division Office
Keywords: Line search algorithm; Convex optimization; Gradient descent; Armijo condition
Depositing User: Erni Suraya Abdul Aziz
Date Deposited: 30 Mar 2014 23:58
Last Modified: 09 Oct 2019 08:11
URI: http://psasir.upm.edu.my/id/eprint/27578
Statistic Details: View Download Statistic

Actions (login required)

View Item View Item