TaoCreateArmijoLineSearch

Create a non-monotone linesearch

Synopsis

int TaoCreateArmijoLineSearch(TAO_SOLVER tao)

Input Parameters

tao -TAO_SOLVER context

Note

This algorithm is taken from the following references --

Armijo, "Minimization of Functions Having Lipschitz Continuous First-Partial Derivatives," Pacific Journal of Mathematics, volume 16, pages 1-3, 1966. Ferris and Lucidi, "Nonmonotone Stabilization Methods for Nonlinear Equations," Journal of Optimization Theory and Applications, volume 81, pages 53-71, 1994. Grippo, Lampariello, and Lucidi, "A Nonmonotone Line Search Technique for Newton's Method," SIAM Journal on Numerical Analysis, volume 23, pages 707-716, 1986. Grippo, Lampariello, and Lucidi, "A Class of Nonmonotone Stabilization Methods in Unconstrained Optimization," Numerische Mathematik, volume 59, pages 779-805, 1991.

Note

This line seach enforces non-monotone Armijo descent conditions for unconstrained optimization. This routine is used within the following TAO solvers: infeasible semismooth with linesearch (tao_ssils).

Keywords

TAO_SOLVER, linesearch

Level:developer
Location:src/linesearch/impls/armijo/armijo.c
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