A steepest descent method with a Wolf type line search
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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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