학술저널
THE PERFORMANCE OF A MODIFIED ARMIJO LINE SEARCH RULE IN BFGS OPTIMIZATION METHOD
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 21, No. 1
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2008.03117 - 127 (11 pages)
- 0
The performance of a modi¯ed Armijo line search rule related to BFGS gradient type method with the results from other well-known line search rules are compared as well as analyzed. Al-though the modi¯ed Armijo rule does require as much computa-tional cost as the other rules, it shows more e±cient in ¯nding local minima of unconstrained optimization problems. The sensitivity of the parameters used in the line search rules is also analyzed. The results obtained by implementing algorithms in Matlab for the test problems in [3] are presented.
1. Introduction
2. Line search methods
3. Numerical results
4. Conclusions
References
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