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Unformatted text preview: method (and has be re-discovered many times): Input: f , f , x , > , < c 1 < 1 , search direction p Output: where f ( x + s p ) f ( x ) + c 1 p T f ( x ) while f ( x + p ) > f ( x ) + c 1 p T f ( x ) / 2 end while 1 Show that this algorithm terminates in nite time provided p T f ( x ) < and f is at least once continuously differentiable. 4. Many programmers implementing a line search algorithm like the Gold-stein/Armijo line search might use the condition while f ( x + p ) f ( x ) ... If we use x + p with p =- f ( x ) for the new value of x after each line search, this method might not converge to a critical point. Can you explain why? 2...
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This note was uploaded on 04/01/2012 for the course 22M 174 taught by Professor Davidstewart during the Spring '12 term at University of Iowa.
- Spring '12