Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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THE PERFORMANCE OF A MODIFIED ARMIJO LINE SEARCH RULE IN BFGS OPTIMIZATION METHOD

  • Kim, MinSu (Department of Mathematics Chungnam National University) ;
  • Kwon, SunJoo (Department of Mathematics Chungnam National University) ;
  • Oh, SeYoung (Department of Mathematics Chungnam National University)
  • Received : 2008.02.12
  • Published : 2008.03.31
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Abstract

The performance of a modified Armijo line search rule related to BFGS gradient type method with the results from other well-known line search rules are compared as well as analyzed. Although the modified Armijo rule does require as much computational cost as the other rules, it shows more efficient in finding local minima of unconstrained optimization problems. The sensitivity of the parameters used in the line search rules is also analyzed. The results obtained by implementing algorithms in Matlab for the test problems in [3] are presented.

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