𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Nonmonotone second-order Wolfe’s line search method for unconstrained optimization problems

✍ Scribed by Xue Han; Wenyu Sun; Chuangyin Dang

Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
251 KB
Volume
60
Category
Article
ISSN
0898-1221

No coin nor oath required. For personal study only.

✦ Synopsis

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 numerical results which show the efficiency and robustness of the proposed method.

📜 SIMILAR VOLUMES

A new nonmonotone line search technique
A new nonmonotone line search technique for unconstrained optimization
✍ Zhensheng Yu; Dingguo Pu 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 168 KB

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 derivative-free nonmonotone line-searc
A derivative-free nonmonotone line-search technique for unconstrained optimization
✍ M.A. Diniz-Ehrhardt; J.M. Martínez; M. Raydan 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 210 KB

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

A nonmonotone conic trust region method
A nonmonotone conic trust region method based on line search for solving unconstrained optimization
✍ Shao-Jian Qu; Qing-Pu Zhang; Yue-Ting Yang 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 675 KB

In this paper, we present a nonmonotone conic trust region method based on line search technique for unconstrained optimization. The new algorithm can be regarded as a combination of nonmonotone technique, line search technique and conic trust region method. When a trial step is not accepted, the me

A Nonmonotone trust region method with a
A Nonmonotone trust region method with adaptive radius for unconstrained optimization problems
✍ Masoud Ahookhosh; Keyvan Amini 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 351 KB

## a b s t r a c t In this paper, we incorporate a nonmonotone technique with the new proposed adaptive trust region radius (Shi and Guo, 2008) [4] in order to propose a new nonmonotone trust region method with an adaptive radius for unconstrained optimization. Both the nonmonotone techniques and

Log-Sigmoid nonlinear Lagrange method fo
Log-Sigmoid nonlinear Lagrange method for nonlinear optimization problems over second-order cones
✍ Jian Gu; Liwei Zhang; Xiantao Xiao 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 862 KB

This paper analyzes the rate of local convergence of the Log-Sigmoid nonlinear Lagrange method for nonconvex nonlinear second-order cone programming. Under the componentwise strict complementarity condition, the constraint nondegeneracy condition and the second-order sufficient condition, we show th