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Modifications of the Wolfe Line Search Rules to Satisfy Second-Order Optimally Conditions in Unconstrained Optimization

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Abstract

The line search method incorporating the Wolfe conditions is modified to ensure that a descent algorithm terminates in a finite number of steps at an approximate stationary point where the second-order conditions of optimality are satisfied. A simple procedure based on conjugate directions is proposed to determine directions of negative curvature.

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Authors and Affiliations

  1. Research Scientist, Process Engineering Division, Silsoe Research Institute, Wrest Park, Silsoe, Bedford, England

    W. Zhou

  2. Process Engineering Division, Silsoe Research Institute, Wrest Park, Silsoe, Bedford, England

    Z. S. Chalabi (Principal Research Scientist)

Authors
  1. W. Zhou
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  2. Z. S. Chalabi
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Zhou, W., Chalabi, Z.S. Modifications of the Wolfe Line Search Rules to Satisfy Second-Order Optimally Conditions in Unconstrained Optimization. Journal of Optimization Theory and Applications 96, 235–246 (1998). https://doi.org/10.1023/A:1022683605258

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