Title of article :
A NEW MODIFIED LINE SEARCH ALGORITHM TO SOLVE LARGE-SCALE NON-SMOOTH NON-CONVEX OPTIMIZATION PROBLEM
Author/Authors :
Banimehri ، Saeed Department of Mathematics‎ - ‎Bu-Ali Sina University‎ , Esmaeili ، Hamid Department of Mathematics‎ - ‎Bu-Ali Sina University‎
From page :
69
To page :
76
Abstract :
In this paper‎, ‎a new modified line search Armijo is used in the diagonal discrete gradient bundle method to solve large-scale non-smooth optimization problems‎. ‎The new principle causes the step in each iteration to be longer‎, ‎which reduces the number of iterations‎, ‎evaluations‎, ‎and the computational time‎. ‎In other words‎, ‎the efficiency and performance of the method are improved‎. ‎We prove that the diagonal discrete gradient bundle method converges with the proposed monotone line search principle for semi-smooth functions‎, ‎which are not necessarily differentiable or convex‎. ‎In addition‎, ‎the numerical results confirm the efficiency of the proposed correction‎.
Keywords :
Non , smooth optimization , Derivative , free optimization , Diagonal discrete gradient bundle method , line search
Journal title :
Mathematical Analysis and Convex Optimization
Journal title :
Mathematical Analysis and Convex Optimization
Record number :
2738195
Link To Document :
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