An improvement of the Goldstein line search

Arnold Neumaier, Morteza Kimiaei

Veröffentlichungen: Beitrag in FachzeitschriftArtikelPeer Reviewed


This paper introduces a new line search along an arbitrary smooth search path that starts at the current iterate tangentially to a descent direction. Like the Goldstein line search and unlike the Wolfe line search, the new line search uses, beyond the gradient at the current iterate, only function values. Using this line search with search directions satisfying the bounded angle condition, global convergence to a stationary point is proved for continuously differentiable objective functions that are bounded below and have Lipschitz continuous gradients. Complexity bounds are proved under several natural assumptions.
FachzeitschriftOptimization Letters
PublikationsstatusVeröffentlicht - 5 März 2024

ÖFOS 2012

  • 101016 Optimierung
  • 101014 Numerische Mathematik