Development of an Efficient Line Search Method by Using the Sequential Polynomial Approximation

순차적 다항식 근사화를 적용한 효율적 선탐색기법의 개발

For the line search of a multi-variable optimization, an efficient algorithm is presented. The algorithm sequentially employs several polynomial approximations such as 2-point quadratic interpolation, 3-point cubic interpolation/extrapolation and 4-point cubic interpolation/extrapolation. The order of polynomial function is automatically increased for improving the accuracy of approximation. The method of approximation (interpolation or extrapolation) is automatically switched by checking the slope information of the sample points. Also, for selecting the initial step length along the descent vector, a new approach is presented. The performance of the proposed method is examined by solving typical test problems such as mathematical problems, mechanical design problems and dynamic response problems.