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.
Nonmonotone curvilinear line search methods for unconstrained optimization
β Scribed by M. C. Ferris; S. Lucid; M. Roma
- Publisher
- Springer US
- Year
- 1996
- Tongue
- English
- Weight
- 997 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0926-6003
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π SIMILAR VOLUMES
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
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