A note on line search termination criteria for collinear scaling algorithms (Q1404542)

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scientific article; zbMATH DE number 1969120
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A note on line search termination criteria for collinear scaling algorithms
scientific article; zbMATH DE number 1969120

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    A note on line search termination criteria for collinear scaling algorithms (English)
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    21 August 2003
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    The authors extend the line search termination criterion for collinear scaling algorithms of \textit{K. A. Ariyawansa} [Numer. Math. 80, No. 3, 363-376 (1998; Zbl 0916.65061)] for minimization problems \[ \underset{x\in X}{\text{minimum}} f(x), \] where \(f: x\to\mathbb{R}\) is continuous and \(X\subseteq \mathbb{R}^n\) is open. It is shown that the criterion of Ariyawansa is successful in handling a much larger class of functions, including convex and strictly pseudo-convex functions. An example is presented.
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    numerical example
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    convex programming
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    line search termination criterion
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    collinear scaling algorithms
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    pseudo-convex functions
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