Determining the search direction and the search step are the two main steps of the nonlinear optimization algorithm,in which the derivatives of the objective and constraint functions are used to determine the search d...Determining the search direction and the search step are the two main steps of the nonlinear optimization algorithm,in which the derivatives of the objective and constraint functions are used to determine the search direction,the one-dimensional search and the trust domain methods are used to determine the step length along the search direction.One dimensional line search has been widely discussed in various textbooks and references.However,there is a lessknown techniquearc-search method,which is relatively new and may generate more efficient algorithms in some cases.In this paper,we will survey this technique,discuss its applications in different optimization problems,and explain its potential improvements over traditional line search method.展开更多
文摘Determining the search direction and the search step are the two main steps of the nonlinear optimization algorithm,in which the derivatives of the objective and constraint functions are used to determine the search direction,the one-dimensional search and the trust domain methods are used to determine the step length along the search direction.One dimensional line search has been widely discussed in various textbooks and references.However,there is a lessknown techniquearc-search method,which is relatively new and may generate more efficient algorithms in some cases.In this paper,we will survey this technique,discuss its applications in different optimization problems,and explain its potential improvements over traditional line search method.
