A derivative-free nonmonotone line-search technique for unconstrained optimization
نویسندگان
چکیده
منابع مشابه
A derivative–free nonmonotone line search technique for unconstrained optimization
A tolerant derivative–free nonmonotone line search technique is proposed and analyzed. Several consecutive increases in the objective function and also non descent directions are admitted for unconstrained minimization. To exemplify the power of this new line search we describe a direct search algorithm in which the directions are chosen randomly. The convergence properties of this random metho...
متن کاملNonmonotone curvilinear line search methods for unconstrained optimization
We present a new algorithmic framework for solving unconstrained minimization problems that incorporates a curvilinear linesearch. The search direction used in our framework is a combination of an approximate Newton direction and a direction of negative curvature. Global convergence to a stationary point where the Hessian matrix is positive semideenite is exhibited for this class of algorithms ...
متن کاملA Free Line Search Steepest Descent Method for Solving Unconstrained Optimization Problems
In this paper, we solve unconstrained optimization problem using a free line search steepest descent method. First, we propose a double parameter scaled quasi Newton formula for calculating an approximation of the Hessian matrix. The approximation obtained from this formula is a positive definite matrix that is satisfied in the standard secant relation. We also show that the largest eigen value...
متن کاملA Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
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 function...
متن کاملA Trust-region Method using Extended Nonmonotone Technique for Unconstrained Optimization
In this paper, we present a nonmonotone trust-region algorithm for unconstrained optimization. We first introduce a variant of the nonmonotone strategy proposed by Ahookhosh and Amini cite{AhA 01} and incorporate it into the trust-region framework to construct a more efficient approach. Our new nonmonotone strategy combines the current function value with the maximum function values in some pri...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2008
ISSN: 0377-0427
DOI: 10.1016/j.cam.2007.07.017