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A new inexact line search method for convex optimization problems

In general one can say that line search procedure for the steplength and search direction are two important elements of a line search algorithm. The line search procedure requires much attention because of its far implications on the robustness and efficiency of the algorithm. The purpose of this pa...

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Main Authors: Moyi, Aliyu Usman, Leong, Wah June
Format: Conference or Workshop Item
Language:English
Published: 2013
Online Access:http://psasir.upm.edu.my/id/eprint/27578/1/ID%2027578.pdf
http://psasir.upm.edu.my/id/eprint/27578/
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spelling my.upm.eprints.275782019-10-09T08:11:23Z http://psasir.upm.edu.my/id/eprint/27578/ A new inexact line search method for convex optimization problems Moyi, Aliyu Usman Leong, Wah June In general one can say that line search procedure for the steplength and search direction are two important elements of a line search algorithm. The line search procedure requires much attention because of its far implications on the robustness and efficiency of the algorithm. The purpose of this paper is to propose a simple yet effective line search strategy in solving unconstrained convex optimization problems. This line search procedure does not require the evaluation of the objective function. Instead, it forces reduction in gradient norm on each direction. Hence it is suitable for problems when function evaluation is very costly. To illustrate the effectiveness of our line search procedure, we employ this procedure together with the symmetric rank one quasi-Newton update and test it against the same quasi-Newton method with the well-known Armijo line search. Numerical results on a set of standard unconstrained optimization problems showed that the proposed procedure is superior to the Armijo line search. 2013 Conference or Workshop Item PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/27578/1/ID%2027578.pdf Moyi, Aliyu Usman and Leong, Wah June (2013) A new inexact line search method for convex optimization problems. In: 2013 International Conference on Applied Mathematics and Computational Methods (AMCM 2013), 28-30 Sept. 2013, Venice, Italy. (pp. 59-61).
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
description In general one can say that line search procedure for the steplength and search direction are two important elements of a line search algorithm. The line search procedure requires much attention because of its far implications on the robustness and efficiency of the algorithm. The purpose of this paper is to propose a simple yet effective line search strategy in solving unconstrained convex optimization problems. This line search procedure does not require the evaluation of the objective function. Instead, it forces reduction in gradient norm on each direction. Hence it is suitable for problems when function evaluation is very costly. To illustrate the effectiveness of our line search procedure, we employ this procedure together with the symmetric rank one quasi-Newton update and test it against the same quasi-Newton method with the well-known Armijo line search. Numerical results on a set of standard unconstrained optimization problems showed that the proposed procedure is superior to the Armijo line search.
format Conference or Workshop Item
author Moyi, Aliyu Usman
Leong, Wah June
spellingShingle Moyi, Aliyu Usman
Leong, Wah June
A new inexact line search method for convex optimization problems
author_facet Moyi, Aliyu Usman
Leong, Wah June
author_sort Moyi, Aliyu Usman
title A new inexact line search method for convex optimization problems
title_short A new inexact line search method for convex optimization problems
title_full A new inexact line search method for convex optimization problems
title_fullStr A new inexact line search method for convex optimization problems
title_full_unstemmed A new inexact line search method for convex optimization problems
title_sort new inexact line search method for convex optimization problems
publishDate 2013
url http://psasir.upm.edu.my/id/eprint/27578/1/ID%2027578.pdf
http://psasir.upm.edu.my/id/eprint/27578/
_version_ 1648738102890463232
score 13.211869

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