Line search methods with guaranteed asymptotical convergence to an improving local optimum of multimodal functions

•We define and analyze a pattern, called v-pattern, for general line search methods.•We derive enhanced golden section, bisection and Brent’s algorithm•The algorithms convergence using composite maps is proven under mild conditions.•We analyze the performance of the three enhanced line search method...

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Bibliographic Details
Published in:	European journal of operational research Vol. 235; no. 1; pp. 38 - 46
Main Authors:	Vieira, Douglas Alexandre Gomes, Lisboa, Adriano Chaves
Format:	Journal Article
Language:	English
Published:	Amsterdam Elsevier B.V 16.05.2014 Elsevier Sequoia S.A
Subjects:	Algorithms Asymptotic methods Asymptotic properties Bisection Brent’s algorithm Convergence Decision making models Functions (mathematics) Golden section method Intervals Line search Mathematical analysis Mathematical functions Mathematical problems Multimodal functions Nonlinear programming Operational research Optimization Optimization algorithms Studies Line search Brent’s algorithm Bisection Nonlinear programming Golden section method Multimodal functions
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
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