Kirkuk Journal of Science

Kirkuk Journal of Science

A Modified estimation for the steplenght of a descent nonlinear algorithm

Authors
Abstract
In this paper, we have presented a numerical algorithm for the step-size estimation for minimization problems. Global convergence results are derived for descent algorithms in which the line search step is replaced by a step whose length is determined by step-size estimation formula. Numerical results show that the new estimation step-size required less storage and greatly speeded up the convergence of the gradient algorithm for large-scale unconstrained optimization problems. Also the new proposed algorithm seems to converge better and superior to other similar algorithms in many situations.
Keywords

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Volume 4, Issue 2
Autumn 2009
Page 94-107

Mendeley

  • Receive Date 01 December 2009
  • Revise Date 20 December 2009
  • Accept Date 25 December 2009