Convergence and stability of line search methods for unconstrained optimization.

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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Additional Metadata

Item Type:	Article
Divisions:	Faculty of Science
DOI Number:	https://doi.org/10.1007/s10440-012-9796-x
Publisher:	Springer Verlag
Keywords:	Global convergence; Globally asymptotical stability; Line search methods; Lyapunov stability; Unconstrained optimization.
Depositing User:	Umikalthom Abdullah
Date Deposited:	30 May 2014 04:55
Last Modified:	01 Oct 2015 03:56
Altmetrics:	http://www.altmetric.com/details.php?domain=psasir.upm.edu.my&doi=10.1007/s10440-012-9796-x
URI:	http://psasir.upm.edu.my/id/eprint/30004
Statistic Details:	View Download Statistic

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