In this paper, we present a new algorithm using the nonmonotone second-order Wolfe's line search. By using the negative curvature information from the Hessian, we prove that the generated sequence converges to the stationary points that satisfy the second-order optimality conditions. We also report
✦ LIBER ✦
An unconstrained optimization method using nonmonotone second order Goldstein’s line search
✍ Scribed by Wen-yu Sun; Qun-yan Zhou
- Book ID
- 107347571
- Publisher
- SP Science China Press
- Year
- 2007
- Tongue
- English
- Weight
- 288 KB
- Volume
- 50
- Category
- Article
- ISSN
- 1674-7283
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