Author(s)

Zhiwei Xu¹, Yongning Tang², Zhen-Jun Shi³

¹Computer and Information Science, University of Michigan, Dearborn, MI, USA.
²School of Information Technology, Illinois State University, Normal, IL, USA.
³Mathematics and Computer Science, Central State University, Wilberforce, OH, USA.

In this paper we propose a new family of curve search methods for unconstrained optimization problems, which are based on searching a new iterate along a curve through the current iterate at each iteration, while line search methods are based on finding a new iterate on a line starting from the current iterate at each iteration. The global convergence and linear convergence rate of these curve search methods are investigated under some mild conditions. Numerical results show that some curve search methods are stable and effective in solving some large scale minimization problems.

Unconstrained Optimization, Curve Search Method, Global Convergence, Convergence Rate

Xu, Z. , Tang, Y. and Shi, Z. (2016) Global Convergence of Curve Search Methods for Unconstrained Optimization. Applied Mathematics, 7, 721-735. doi: 10.4236/am.2016.77066.