A Modified Step-Length Algorithm in Nonlinear Programming


Nada I. Žuranović-Miličić




In this paper we consider a modification of the Armijo step-length algorithm based on so-called "forcing functions". It is proved that this modified algorithm is well- defined. Proof is given of the convergence of the obtained sequence of points to a first- order point of the problem of unconstrained optimization, as well as an estimate of the rate of convergence. Finally, numerical results obtained using of TURBO PASCAL programs are given.