Article ID: | iaor20012011 |
Country: | Serbia |
Volume: | 10 |
Issue: | 2 |
Start Page Number: | 257 |
End Page Number: | 268 |
Publication Date: | Jul 2000 |
Journal: | Yugoslav Journal of Operations Research |
Authors: | uranovi-Milii Nada I. |
In this paper we consider a modification of the Armijo step-length algorithm based on so-called ‘forcing functions’. It is proved that this modified algorithm is well-defined. Proof is given of the convergence of the obtained sequence of points to a first-order point of the problem of unconstrained optimization, as well as an estimate of the rate of convergence. Finally, numerical results obtained using TURBO PASCAL programs are given.