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
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
