The Performance of MBFGS with Different Inexact Line Search Rule
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arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2022
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| Acceso en línea: | |
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| _version_ | 1866909564074459136 |
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| author | Sahu, Manish Kumar Pattanaik, Suvendu Ranjan Panda, Santosh Kumar |
| author_facet | Sahu, Manish Kumar Pattanaik, Suvendu Ranjan Panda, Santosh Kumar |
| contents | The modified BFGS optimization algorithm is generally used when the objective function is non-convex. In this method, one has to move in a specific direction such that the value of the objective function reduces. Therefore, the different inexact line search or exact line search plays an important role in optimization. Here, we have studied Modified BFGS with different inexact line searches methods and compared them in some test problems. Numerical results show that MBFGS with Armijo line search methods is efficient for solving non-convex non-linear unconstrained optimization problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2204_11508 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | The Performance of MBFGS with Different Inexact Line Search Rule Sahu, Manish Kumar Pattanaik, Suvendu Ranjan Panda, Santosh Kumar Optimization and Control 65K10, 90C53 The modified BFGS optimization algorithm is generally used when the objective function is non-convex. In this method, one has to move in a specific direction such that the value of the objective function reduces. Therefore, the different inexact line search or exact line search plays an important role in optimization. Here, we have studied Modified BFGS with different inexact line searches methods and compared them in some test problems. Numerical results show that MBFGS with Armijo line search methods is efficient for solving non-convex non-linear unconstrained optimization problems. |
| title | The Performance of MBFGS with Different Inexact Line Search Rule |
| topic | Optimization and Control 65K10, 90C53 |
| url | https://arxiv.org/abs/2204.11508 |