Efficient line search algorithm for unconstrained optimization
β Scribed by F. A. Potra; Y. Shi
- Publisher
- Springer
- Year
- 1995
- Tongue
- English
- Weight
- 1023 KB
- Volume
- 85
- Category
- Article
- ISSN
- 0022-3239
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π SIMILAR VOLUMES
In this paper, we propose a new nonmonotone line search technique for unconstrained optimization problems. By using this new technique, we establish the global convergence under conditions weaker than those of the existed nonmonotone line search techniques.
A tolerant derivative-free nonmonotone line-search technique is proposed and analyzed. Several consecutive increases in the objective function and also nondescent directions are admitted for unconstrained minimization. To exemplify the power of this new line search we describe a direct search algori