Line
Search
FSQP
offers a choice of line searches:
 |
Armijo (monotone) - Requires decrease of objective at
every step.
Drawback: requires evaluation of constraints
at an intermediate point.
|
|
Nonmonotone
- Requires decrease of objective in at most four
steps.
Drawback: objective could increase between
successive iterates.
|
Special
features of line search: No further evaluation of constraints
once one constraint is violated. Active or previously violated
functions evaluated first at each trial point.
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