A new 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...
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ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2008
ISSN: 0377-0427
DOI: 10.1016/j.cam.2007.07.008