A note on a sufficient-decrease criterion for a non-derivative step-length procedure

Philip E. Gill, Walter Murray, Michael A. Saunders, Margaret Wright

Research output: Contribution to journalArticle

Abstract

A step-length algorithm is an essential part of many descent methods for unconstrained and constrained optimization. In this note we present a criterion that defines an acceptable step length when only function values are available at trial step lengths.

Original languageEnglish (US)
Pages (from-to)349-352
Number of pages4
JournalMathematical Programming
Volume23
Issue number1
DOIs
StatePublished - Dec 1982

Fingerprint

Constrained optimization
Sufficient
Decrease
Descent Method
Unconstrained Optimization
Constrained Optimization
Value Function
Value function

Keywords

  • Linesearch
  • Non-Derivative Methods
  • Step-Length Selection

ASJC Scopus subject areas

  • Applied Mathematics
  • Mathematics(all)
  • Safety, Risk, Reliability and Quality
  • Management Science and Operations Research
  • Software
  • Computer Graphics and Computer-Aided Design
  • Computer Science(all)

Cite this

A note on a sufficient-decrease criterion for a non-derivative step-length procedure. / Gill, Philip E.; Murray, Walter; Saunders, Michael A.; Wright, Margaret.

In: Mathematical Programming, Vol. 23, No. 1, 12.1982, p. 349-352.

Research output: Contribution to journalArticle

Gill, Philip E. ; Murray, Walter ; Saunders, Michael A. ; Wright, Margaret. / A note on a sufficient-decrease criterion for a non-derivative step-length procedure. In: Mathematical Programming. 1982 ; Vol. 23, No. 1. pp. 349-352.
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