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A note on a sufficient-decrease criterion for a non-derivative step-length procedure

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Abstract

A step-length algorithm is an essential part of many descent methods for unconstrained and constrained optimization. In this note we present a criterion that defines an acceptable step length when only function values are available at trial step lengths.

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Authors and Affiliations

  1. Systems Optimization Laboratory, Department of Operations Research, Stanford University, 94305, Stanford, CA, USA

    Philip E. Gill, Walter Murray, Michael A. Saunders & Margaret H. Wright

Authors
  1. Philip E. Gill
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  2. Walter Murray
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  3. Michael A. Saunders
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  4. Margaret H. Wright
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Additional information

This research was supported by the U.S. Department of Energy Contract DE-AC03-76SF00326, PA No. DE-AT03-76ER72018; National Science Foundation Grants MCS-7926009 and ECS-8012974; the Office of Naval Research Contract N00014-75-C-0267; and the U.S. Army Research Office Contract DAAG29-79-C-0110.

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Gill, P.E., Murray, W., Saunders, M.A. et al. A note on a sufficient-decrease criterion for a non-derivative step-length procedure. Mathematical Programming 23, 349–352 (1982). https://doi.org/10.1007/BF01583799

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  • DOI: https://doi.org/10.1007/BF01583799

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