向量优化的Wolfe线搜索算法

ACM Transactions on Mathematical Software (TOMS) Pub Date : 2019-12-09 DOI:10.1145/3342104

L. R. L. Pérez, L. F. Prudente

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引用次数: 17

摘要

在最近的一篇文章中，Lucambio psamurez和Prudente推广了向量值优化的Wolfe条件。在这里，我们提出了一种直线搜索算法，用于在向量优化设置中寻找满足强Wolfe条件的步长。给出了良好的定义性和有限终止结果。我们讨论了与该算法有关的实际问题，并给出了一些数值实验来说明其适用性。支持本文的代码是用Fortran 90编写的，可以免费下载。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Wolfe Line Search Algorithm for Vector Optimization

In a recent article, Lucambio Pérez and Prudente extended the Wolfe conditions for the vector-valued optimization. Here, we propose a line search algorithm for finding a step size satisfying the strong Wolfe conditions in the vector optimization setting. Well definedness and finite termination results are provided. We discuss practical aspects related to the algorithm and present some numerical experiments illustrating its applicability. Codes supporting this article are written in Fortran 90 and are freely available for download.

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ACM Transactions on Mathematical Software (TOMS)

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