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

Research output: Contribution to journalArticle

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 languageEnglish (US)
Pages (from-to)349-352
Number of pages4
JournalMathematical Programming
Volume23
Issue number1
DOIs
StatePublished - Dec 1982

Keywords

  • Linesearch
  • Non-Derivative Methods
  • Step-Length Selection

ASJC Scopus subject areas

  • Software
  • Mathematics(all)

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