A new nonmonotone line search technique for unconstrained optimization

Authors:
Zhensheng Yu;Dingguo Pu
Affiliations:
Department of Applied Mathematics, Tongji University, Shanghai 200092, PR China and College of Science, University of Shanghai for Science and Technology, Shanghai 200093, PR China;Department of Applied Mathematics, Tongji University, Shanghai 200092, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

Citing 12
Cited 2

A nonmonotone line search technique for Newton's method

SIAM Journal on Numerical Analysis
Practical methods of optimization; (2nd ed.)

Practical methods of optimization; (2nd ed.)
A truncated Newton method with nonmonotone line search for unconstrained optimization

Journal of Optimization Theory and Applications
Avoiding the Maratos effect by means of a nonmonotone line search I. general constrained problems

SIAM Journal on Numerical Analysis
Representations of quasi-Newton matrices and their use in limited memory methods

Mathematical Programming: Series A and B
An assessment of nonmonotone linesearch techniques for unconstrained optimization

SIAM Journal on Scientific Computing
Non-monotone trust-region algorithms for nonlinear optimization subject to convex constraints

Mathematical Programming: Series A and B
Convergence of the Nonmonotone Perry and Shanno Method for Optimization

Computational Optimization and Applications
Nonmonotone Trust-Region Methods for Bound-Constrained Semismooth Equations with Applications to Nonlinear Mixed Complementarity Problems

SIAM Journal on Optimization
On the nonmonotone line search

Journal of Optimization Theory and Applications
Global convergence of nonmonotone descent methods for unconstrained optimization problems

Journal of Computational and Applied Mathematics - Special issue: Papers presented at the 1st Sino--Japan optimization meeting, 26-28 October 2000, Hong Kong, China
Numerical Methods for Unconstrained Optimization and Nonlinear Equations (Classics in Applied Mathematics, 16)

Numerical Methods for Unconstrained Optimization and Nonlinear Equations (Classics in Applied Mathematics, 16)

A modified SQP method with nonmonotone technique and its global convergence

Computers & Mathematics with Applications
An ODE-based trust region method for unconstrained optimization problems

Journal of Computational and Applied Mathematics

Quantified Score

Hi-index	7.29

Visualization

Abstract

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.