Geodesic
A Modified Step-Length Algorithm in Nonlinear Programming
Yugoslav journal of operations research, Tome 10 (2000) no. 2, p. 257

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Zbl

In this paper we consider a modification of the Armijo step-length algorithm based on so-called "forcing functions". It is proved that this modified algorithm is well- defined. Proof is given of the convergence of the obtained sequence of points to a first- order point of the problem of unconstrained optimization, as well as an estimate of the rate of convergence. Finally, numerical results obtained using of TURBO PASCAL programs are given.
Classification : 90C30 65K05
Keywords: Nonlinear programming, forcing function, step-length algorithm. 
Nada I. Žuranović-Miličić. A Modified Step-Length Algorithm in Nonlinear Programming. Yugoslav journal of operations research, Tome 10 (2000) no. 2, p. 257 . http://geodesic.mathdoc.fr/item/YJOR_2000_10_2_a5/
@article{YJOR_2000_10_2_a5,
     author = {Nada I. \v{Z}uranovi\'c-Mili\v{c}i\'c},
     title = {A {Modified} {Step-Length} {Algorithm} in {Nonlinear} {Programming}},
     journal = {Yugoslav journal of operations research},
     pages = {257 },
     year = {2000},
     volume = {10},
     number = {2},
     zbl = {1006.90077},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/YJOR_2000_10_2_a5/}
}
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