Linear search optimization through the Armijo rule method

German Correa Velez, Fernando Mesa, Pedro Pablo Cardenas Alzate
2018 Contemporary Engineerng Sciences  
This paper shows the development of the minimization method in a variable called "Armijo Rule", a method that goes into the selected denomination of line search methods. The intermediate sections show the optimization methods based on direct search and search with descent directions in such a way that the reader has enough information to choose one method or another depending on their optimization problem, whether it is linear optimization with restrictions, non-linear optimization unlimited
more » ... ng others. In addition, a code implemented in Matlab of the Armijo Rule method is presented to find an optimal candidate for a quadratic function.
doi:10.12988/ces.2018.8121 fatcat:h6dmdoipqrhclkpy4xuhv6l454