Convergence and Stability of Line Search Methods for Unconstrained Optimization
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Leong, Wah and Goh, Bean. 2013. Convergence and Stability of Line Search Methods for Unconstrained Optimization. Acta Applicandae Mathematicae. 127: pp. 155-167.
Acta Applicandae Mathematicae
Sarawak Campus, Miri, Malaysia
This paper explores the stability of general line search methods in the sense of Lyapunov, for minimizing a smooth nonlinear function. In particular we give sufficient conditions for a line search method to be globally asymptotical stable. Our analysis suggests that the proposed sufficient conditions for asymptotical stability is equivalent to the Zoutendijk-type conditions in conventional global convergence analysis.
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