A note on a sufficient-decrease criterion for a non-derivative step-length procedure

Philip E. Gill; Walter Murray; Michael A. Saunders; Margaret H. Wright

doi:10.1007/BF01583799

A note on a sufficient-decrease criterion for a non-derivative step-length procedure

Philip E. Gill, Walter Murray, Michael A. Saunders, Margaret H. Wright

Computer Science

Research output: Contribution to journal › Article › peer-review

Abstract

A step-length algorithm is an essential part of many descent methods for unconstrained and constrained optimization. In this note we present a criterion that defines an acceptable step length when only function values are available at trial step lengths.

Original language	English (US)
Pages (from-to)	349-352
Number of pages	4
Journal	Mathematical Programming
Volume	23
Issue number	1
DOIs	https://doi.org/10.1007/BF01583799
State	Published - Dec 1982

Keywords

Linesearch
Non-Derivative Methods
Step-Length Selection

ASJC Scopus subject areas

Software
General Mathematics

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10.1007/BF01583799

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title = "A note on a sufficient-decrease criterion for a non-derivative step-length procedure",

abstract = "A step-length algorithm is an essential part of many descent methods for unconstrained and constrained optimization. In this note we present a criterion that defines an acceptable step length when only function values are available at trial step lengths.",

keywords = "Linesearch, Non-Derivative Methods, Step-Length Selection",

author = "Gill, {Philip E.} and Walter Murray and Saunders, {Michael A.} and Wright, {Margaret H.}",

year = "1982",

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T1 - A note on a sufficient-decrease criterion for a non-derivative step-length procedure

AU - Gill, Philip E.

AU - Murray, Walter

AU - Saunders, Michael A.

AU - Wright, Margaret H.

PY - 1982/12

Y1 - 1982/12

N2 - A step-length algorithm is an essential part of many descent methods for unconstrained and constrained optimization. In this note we present a criterion that defines an acceptable step length when only function values are available at trial step lengths.

AB - A step-length algorithm is an essential part of many descent methods for unconstrained and constrained optimization. In this note we present a criterion that defines an acceptable step length when only function values are available at trial step lengths.

KW - Linesearch

KW - Non-Derivative Methods

KW - Step-Length Selection

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IS - 1

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A note on a sufficient-decrease criterion for a non-derivative step-length procedure

Abstract

Keywords

ASJC Scopus subject areas

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