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Abstract: The problem of finding a point that satisfies the sufficient decrease and curvature condition is formulated in terms of finding a point in a set T (). We describe a search algorithms for this problem that produces a sequence of iterates that converge to a point in T () and that, except for pathological cases, terminates in a finite number of steps. Numerical results for an implementation of the search algorithm on a set of test functions show that the algorithm terminates within a small number... (Update)
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...this information, with ALTERNATE, which does not. The three methods use the same line search. It is performed by the routine of Mor e and Thuente [8] with parameters c 1 =10 ;4 and c 2 =0:9 in (1.4) 1.5) Wechose the following quartic objective function in n = 100 variables...
...iterate to this approximate minimizer. Finally a line search is performed along the search direction using the subroutine described in [17]. A novel feature of the algorithm is that the limited memory BFGS matrices are represented in a compact form [7] that is efficient...
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BibTeX entry: (Update)
J. J. Mor'e and D.J. Thuente, "Line search algorithms with guaranteed sufficient decrease," ACM Transactions on Mathematical Software 20 (1994), no. 3, pp. 286-307. http://citeseer.ist.psu.edu/more92line.html More
@misc{ mor'e94line,
author = "J. Mor'e and D. Thuente",
title = "Line search algorithms with guaranteed sufficient decrease",
text = "J. J. Mor'e and D.J. Thuente, Line search algorithms with guaranteed sufficient
decrease, ACM Transactions on Mathematical Software 20 (1994), no. 3, pp.
286-307.",
year = "1994",
url = "citeseer.ist.psu.edu/more92line.html" }
Citations (may not include all citations):650 Numerical Methods for Unconstrained Optimization and Nonline.. (context) - Dennis, Schnabel - 1983
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31 Global convergence properties of conjugate gradient methods .. (context) - Gilbert, Nocedal - 1992
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19 TNPACK -- A truncated Newton minimization package for large-.. (context) - Schlick, Fogelson - 1992
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11 Robust regression computation using iteratively reweighted l.. (context) - O'Leary - 1990
9 Minimization of unconstrained multivariate functions (context) - Shanno, Phua - 1976
7 Newton's method (context) - Mor'e, Sorensen - 1984
4 ACM Trans (context) - Algorithm - 1980
3 Implementations examples (context) - --, Newton et al. - 1992
3 Two steplength algorithms for numerical optimization (context) - Gill, Murray et al. - 1979
2 An efficient line search for nonlinear least squares (context) - Al-Baali, Fletcher - 1984
2 Safeguarded steplength algorithms for optimization using des.. (context) - Gill, Murray - 1974
1 Practical Methods of Optimization Volume 1: Unconstrained Op.. (context) - Fletcher - 1980
1 Interpolation methods in one dimensional optimization (context) - Yanai, Ozawa et al. - 1981
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