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Volume 9, Issue 4
A steepest descent method with a Wolf type line search

Ju Jing-jie and Pang De-yan and Du Shou-qiang

J. Info. Comput. Sci. , 9 (2014), pp. 252-261.

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  • Abstract
The steepest decent method is proposed by French mathematician Cauchy and it is one of the simplest and oldest methods for solving unconstrained optimization problems. The steepest descent method, negative gradient direction is chosen as the search direction, also known as the gradient method. Usually, the step length α(cid:2921) of the steepest decent method can be computed by some inexact line search. In this paper, we will use a Wolfe type line search to evaluate the step length and its convergence property will be given under mild assumptions. From the numerical results, we can see that the steepest descent method with this Wolfe type line search is very promising. Finally, we give an application of the method to solve the nonlinear complementarity problem.
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@Article{JICS-9-252, author = {Ju Jing-jie and Pang De-yan and Du Shou-qiang}, title = {A steepest descent method with a Wolf type line search}, journal = {Journal of Information and Computing Science}, year = {2024}, volume = {9}, number = {4}, pages = {252--261}, abstract = { The steepest decent method is proposed by French mathematician Cauchy and it is one of the simplest and oldest methods for solving unconstrained optimization problems. The steepest descent method, negative gradient direction is chosen as the search direction, also known as the gradient method. Usually, the step length α(cid:2921) of the steepest decent method can be computed by some inexact line search. In this paper, we will use a Wolfe type line search to evaluate the step length and its convergence property will be given under mild assumptions. From the numerical results, we can see that the steepest descent method with this Wolfe type line search is very promising. Finally, we give an application of the method to solve the nonlinear complementarity problem. }, issn = {1746-7659}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jics/22568.html} }
TY - JOUR T1 - A steepest descent method with a Wolf type line search AU - Ju Jing-jie and Pang De-yan and Du Shou-qiang JO - Journal of Information and Computing Science VL - 4 SP - 252 EP - 261 PY - 2024 DA - 2024/01 SN - 9 DO - http://doi.org/ UR - https://global-sci.org/intro/article_detail/jics/22568.html KW - the steepest decent method, line search, global convergence AB - The steepest decent method is proposed by French mathematician Cauchy and it is one of the simplest and oldest methods for solving unconstrained optimization problems. The steepest descent method, negative gradient direction is chosen as the search direction, also known as the gradient method. Usually, the step length α(cid:2921) of the steepest decent method can be computed by some inexact line search. In this paper, we will use a Wolfe type line search to evaluate the step length and its convergence property will be given under mild assumptions. From the numerical results, we can see that the steepest descent method with this Wolfe type line search is very promising. Finally, we give an application of the method to solve the nonlinear complementarity problem.
Ju Jing-jie and Pang De-yan and Du Shou-qiang. (2024). A steepest descent method with a Wolf type line search. Journal of Information and Computing Science. 9 (4). 252-261. doi:
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