• Journal of applied mathematics & informatics
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• v.20 no.1_2
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• pp.239-254
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• 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
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• v.27 no.1_2
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• pp.233-243
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• 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 the Chungcheong Mathematical Society
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• v.21 no.1
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• pp.117-127
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• 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
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• v.29 no.5_6
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• pp.1303-1309
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• 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 Institute of Electronics Engineers of Korea SP
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• v.43 no.4 s.310
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• pp.55-65
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• 2006

Most of fast block motion estimation algorithms reported so far in literatures aim to reduce the computation in terms of the number of search points, thus do not fit well with multimedia processors due to their irregular data flow. For multimedia processors, proper reuse of data is more important than reducing number of absolute difference operations because the execution cycle performance strongly depends on the number of off-chip memory access. Therefore, in this paper, we propose a Hexagon-shape line search (HEXSLS) algorithm using line search pattern which can increase data reuse from on-chip local buffer, and check sub-sampling points in line search pattern to reduce unnecessary SAD operation. Our experimental results show that the prediction error (MAE) performance of the proposed HEXSLS is similar to that of the full search block matching algorithm (FSBMA), while compared with the hexagon-based search (HEXBS), the HEXSLS outperforms. Also the proposed HEXSLS requires much lesser off-chip memory access than the conventional fast motion estimation algorithm such as the hexagon-based search (HEXBS) and the predictive line search (PLS). As a result, the proposed HEXSLS algorithm requires smaller number of execution cycles on media processor.

• Journal of applied mathematics & informatics
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• v.34 no.1_2
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• pp.157-165
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• 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
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• v.31 no.3_4
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• pp.373-378
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• 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
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• v.35 no.5
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• pp.597-612
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• 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.

• Journal of applied mathematics & informatics
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• v.14 no.1_2
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• pp.123-136
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• 2004

In this paper, a combining trust region and line search algorithm for equality constrained optimization is proposed. At each iteration, we only need to solve the trust region subproblem once, when the trust region trial step can not be accepted, we switch to line search to obtain the next iteration. Hence, the difficulty of repeated solving trust region subproblem in an iterate is avoided. In order to allow the direction of negative curvature, we add second correction step in trust region step and employ nonmonotone technique in line search. The global convergence and local superlinearly rate are established under certain assumptions. Some numerical examples are given to illustrate the efficiency of the proposed algorithm.

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