A modified step-length algorithm in nonlinear programming

A modified step-length algorithm in nonlinear programming

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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:
Abstract:

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.

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