Abstract
We describe a step size rule for unconstrained optimization. The rule is proved to be finite and to perform the exact line search in one iteration in case of a strictly convex quadratic function.
Zusammenfassung
Wir beschreiben einen Schrittweitenalgorithmus für Lösung unrestringierter Optimierungsprobleme, der im Falle einer streng konvexen quadratischen Funktion die exakte Schrittweite in einer Iteration liefert.
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References
Fletcher, R.: Practical methods of optimization (Volume 1: Unconstrained optimization). New York: Wiley and Sons 1980.
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Polak, E.: Computational methods in optimization: a unified approach. New York: Academic Press 1971.
Rohn, J.: Step size rule for unconstrained optimization. Report NI-92-04, Institute for Numerical Analysis, The Technical University of Denmark, Lyngby 1992.
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Rohn, J. A step size rule for unconstrained optimization. Computing 49, 373–376 (1993). https://doi.org/10.1007/BF02248697
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DOI: https://doi.org/10.1007/BF02248697