• Journal of applied mathematics & informatics
• /
• v.20 no.1_2
• /
• pp.239-254
• /
• 2006

An efficient descent method for unconstrained optimization problems is line search method in which the step size is required to choose at each iteration after a descent direction is determined. There are many ways to choose the step sizes, such as the exact line search, Armijo line search, Goldstein line search, and Wolfe line search, etc. In this paper we propose a new inexact line search for a general descent method and establish some global convergence properties. This new line search has many advantages comparing with other similar inexact line searches. Moreover, we analyze the global convergence and local convergence rate of some special descent methods with the new line search. Preliminary numerical results show that the new line search is available and efficient in practical computation.

• Journal of applied mathematics & informatics
• /
• v.29 no.5_6
• /
• pp.1303-1309
• /
• 2011

Based on the PRP method, a new spectral PRP conjugate gradient method has been proposed to solve general unconstrained optimization problems which produce sufficient descent search direction at every iteration without any line search. Under the Wolfe line search, we prove the global convergence of the new method for general nonconvex functions. The numerical results show that the new method is efficient for the given test problems.

• Journal of the Chungcheong Mathematical Society
• /
• v.21 no.1
• /
• pp.117-127
• /
• 2008

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.

• Journal of applied mathematics & informatics
• /
• v.34 no.1_2
• /
• pp.157-165
• /
• 2016

In this paper, we develop a new hybridization conjugate gradient method for solving the unconstrained optimization problem. Under mild assumptions, we get the sufficient descent property of the given method. The global convergence of the given method is also presented under the Wolfe-type line search and the general Wolfe line search. The numerical results show that the method is also efficient.

• Journal of applied mathematics & informatics
• /
• v.27 no.1_2
• /
• pp.233-243
• /
• 2009

This paper concerns an algorithm that combines line search and trust region step for nonlinear optimization problems. Unlike traditional trust region methods, we incorporate the Armijo line search technique into trust region method to solve the subproblem. In addition, the subproblem is solved accurately, but instead solved by inaccurate method. If a trial step is not accepted, our algorithm performs the Armijo line search from the failed point to find a suitable steplength. At each iteration, the subproblem is solved only one time. In contrast to interior methods, the optimal solution is derived by iterating from outside of the feasible region. In numerical experiment, we apply the algorithm to nonlinear portfolio optimization problems, primary numerical results are presented.

• Journal of applied mathematics & informatics
• /
• v.31 no.3_4
• /
• pp.373-378
• /
• 2013

In this paper, we consider two kinds of the Levenberg-Marquardt method for solve a system of nonlinear equations. We use line search on every iteration to guarantee that the Levenberg-Marquardt methods are globally convergent. Under mild conditions, we prove that while the de- scent condition can be satisfied at the iteration of the Levenberg-Marquardt method, the global convergence of the method can be established.

• East Asian mathematical journal
• /
• v.35 no.5
• /
• pp.597-612
• /
• 2019

In this study, we propose a new logarithmic barrier approach to solve linear programming problem using the projective method of Karmarkar. We are interested in computation of the direction by Newton's method and of the step-size using minorant functions instead of line search methods in order to reduce the computation cost. Our new approach is even more beneficial than classical line search methods. We reinforce our purpose by many interesting numerical simulations proved the effectiveness of the algorithm developed in this work.

• Proceedings of the IEEK Conference
• /
• 2000.06c
• /
• pp.13-16
• /
• 2000

In this paper, we propose hybrid control method of neural network using the 3-point search algorithm. Proposed control method is searched the weight using the 3-point search algorithm for off-line then control the on-line. In order to verify the usefulness of the proposed method, we simulated the proposed control method with one link manipulator system and confirmed the excellency.

• Journal of applied mathematics & informatics
• /
• v.22 no.1_2
• /
• pp.461-466
• /
• 2006

In this paper, an algorithm with a new Armijo-type line search is proposed that ensure global convergence of a correlative Polak-Ribiere conjugate method for the unconstrained minimization of non-convex differentiable function.

• Transactions of the Korean Society of Mechanical Engineers A
• /
• v.27 no.8
• /
• pp.1281-1286
• /
• 2003

A line search algorithm to increase a convergence in Newton's method is developed and applied to nonlinear finite element analysis. The algorithm is based on the slack line search theory which is an efficient algorithm to determine initial acceleration coefficient, variable backtracking algorithm proposed by some researchers, and convergence criterion based on residual norm. Also, it is capable of avoiding exceptional diverging conditions. Developed program is tested in metal forming simulation such as forging and ring rolling. Numerical result shows the validity of the algorithm for a highly nonlinear system .