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

Authors:
Xue Han;Wenyu Sun;Chuangyin Dang
Affiliations:
School of Mathematical Sciences, Nanjing Normal University, Nanjing 210046, China;School of Mathematical Sciences, Nanjing Normal University, Nanjing 210046, China;Department of Manufacturing Engineering and Engineering Management, City University of Hong Kong, Kowloon, Hong Kong, China
Venue:
Computers & Mathematics with Applications
Year:
2010

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Abstract

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.