Convergence of nonmonotone line search method
Journal of Computational and Applied Mathematics
Gradient Methods with Adaptive Step-Sizes
Computational Optimization and Applications
Journal of Computational and Applied Mathematics
Nonmonotone projected gradient methods based on barrier and Euclidean distances
Computational Optimization and Applications
Incorporating nonmonotone strategies into the trust region method for unconstrained optimization
Computers & Mathematics with Applications
Journal of Computational and Applied Mathematics
Global convergence of the nonmonotone MBFGS method for nonconvex unconstrained minimization
Journal of Computational and Applied Mathematics
A new family of conjugate gradient methods
Journal of Computational and Applied Mathematics
A nonmonotone smoothing Newton algorithm for solving nonlinear complementarity problems
Optimization Methods & Software
A globally convergent BFGS method with nonmonotone line search for non-convex minimization
Journal of Computational and Applied Mathematics
A conjugate gradient method with descent direction for unconstrained optimization
Journal of Computational and Applied Mathematics
A new nonmonotone trust-region method of conic model for solving unconstrained optimization
Journal of Computational and Applied Mathematics
A nonmonotone smoothing-type algorithm for solving a system of equalities and inequalities
Journal of Computational and Applied Mathematics
A Non-monotone Line Search Algorithm for Unconstrained Optimization
Journal of Scientific Computing
Notes on the Dai-Yuan-Yuan modified spectral gradient method
Journal of Computational and Applied Mathematics
Combining nonmonotone conic trust region and line search techniques for unconstrained optimization
Journal of Computational and Applied Mathematics
SIAM Journal on Optimization
SIAM Journal on Scientific Computing
Journal of Computational and Applied Mathematics
A Barzilai-Borwein-based heuristic algorithm for locating multiple facilities with regional demand
Computational Optimization and Applications
Non-monotone projection gradient method for non-negative matrix factorization
Computational Optimization and Applications
An efficient nonmonotone trust-region method for unconstrained optimization
Numerical Algorithms
SPF-GMKL: generalized multiple kernel learning with a million kernels
Proceedings of the 18th ACM SIGKDD international conference on Knowledge discovery and data mining
Journal of Mathematical Imaging and Vision
A new modified nonmonotone adaptive trust region method for unconstrained optimization
Computational Optimization and Applications
Modified subspace Barzilai-Borwein gradient method for non-negative matrix factorization
Computational Optimization and Applications
A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs
Journal of Computational and Applied Mathematics
A nonmonotone approximate sequence algorithm for unconstrained nonlinear optimization
Computational Optimization and Applications
Folding-Free Global Conformal Mapping for Genus-0 Surfaces by Harmonic Energy Minimization
Journal of Scientific Computing
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A new nonmonotone line search algorithm is proposed and analyzed. In our scheme, we require that an average of the successive function values decreases, while the traditional nonmonotone approach of Grippo, Lampariello, and Lucidi [SIAM J. Numer. Anal., 23 (1986), pp. 707--716] requires that a maximum of recent function values decreases. We prove global convergence for nonconvex, smooth functions, and R-linear convergence for strongly convex functions. For the L-BFGS method and the unconstrained optimization problems in the CUTE library, the new nonmonotone line search algorithm used fewer function and gradient evaluations, on average, than either the monotone or the traditional nonmonotone scheme.