The Importance of Step Control in Optimization Methods

The restricted step algorithm is described and applied to structure minimization. Robust solutions for the associated root-finding problem are derived. Structure minimizations employing the rational function optimization and the restricted step algorithm in the framework of the quasi-Newton method are compared. With approximated start Hessians both methods show a very similar performance. However, if the start Hessian matrix is calculated the restricted step algorithm is more reliable than the rational function optimization for the studied structure minimizations.

[1]  G. G. Stokes "J." , 1890, The New Yale Book of Quotations.

[2]  D K Smith,et al.  Numerical Optimization , 2001, J. Oper. Res. Soc..

[3]  R. Fletcher Practical Methods of Optimization , 1988 .