Citation
Leong, Wah June and Goh, Bean San
(2013)
Convergence and stability of line search methods for unconstrained optimization.
Acta Applicandae Mathematicae, 127 (1).
pp. 155-167.
ISSN 0167-8019; ESSN:1572-9036
Abstract
This paper explores the stability of general line search methods in the sense of Lyapunov, for minimizing a smooth nonlinear function. In particular we give sufficient conditions for a line search method to be globally asymptotical stable. Our analysis suggests that the proposed sufficient conditions for asymptotical stability is equivalent to the Zoutendijk-type conditions in conventional global convergence analysis.
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Convergence and stability of line search methods for unconstrained optimization.pdf
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