Difference between revisions of "Line search methods"
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search the minimum of a defined function by selecting a reasonable direction thatwill provide a value closer to the absolute minimum of the function. Varying these will change the "tightness" of the optimization.
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Revision as of 08:48, 24 May 2015
Author names: Elizabeth Conger
Steward: Dajun Yue and Fengqi You
An algorithm is a line search method if it seeks the minimum of a defined nonlinear function by selecting a reasonable direction vector that, when computed iteratively with a reasonable step size, will provide a function value closer to the absolute minimum of the function. Varying these will change the "tightness" of the optimization. For example, given the function , an initial
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1. Sun, W. & Yuan, Y-X. (2006) Optimization Theory and Methods: Nonlinear Programming (Springer US) p 688.
2. Anonymous (2014) Line Search. (Wikipedia). http://en.wikipedia.org/wiki/Line_search.