A Nonmonotone Line Search Method for Regression Analysis
نویسندگان
چکیده
منابع مشابه
A nonmonotone line search method for noisy minimization
is satisfied, where σ is the noise level. Alternatively, the algorithm terminates when the maximum number of 400 ·n function evaluations is exceeded. For each problem, a series of 50 independent runs are conducted. We considered a test run successful if the stopping criterium (1) is satisfied before exceeding the maximal number of function evaluations. To compare the performance of methods from...
متن کاملA Nonmonotone Line Search Method for Symmetric Nonlinear Equations
In this paper, we propose a new method which based on the nonmonotone line search technique for solving symmetric nonlinear equations. The method can ensure that the search direction is descent for the norm function. Under suitable conditions, the global convergence of the method is proved. Numerical results show that the presented method is practicable for the test problems.
متن کاملNonmonotone Line Search for Minimax Problems
It was recently shown that, in the solution of smooth constrained optimization problems by sequential quadratic programming (SQP), the Maratos eeect can be prevented by means of a certain nonmonotone (more precisely, three-step or four-step monotone) line search. Using a well known transformation, this scheme can be readily extended to the case of minimax problems. It turns out however that, du...
متن کاملA 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 کاملA class of nonmonotone Armijo-type line search method for unconstrained optimization
This article may be used for research, teaching, and private study purposes. Any substantial or systematic reproduction, redistribution, reselling, loan, sub-licensing, systematic supply, or distribution in any form to anyone is expressly forbidden. The publisher does not give any warranty express or implied or make any representation that the contents will be complete or accurate or up to date...
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 Service Science and Management
سال: 2009
ISSN: 1940-9893,1940-9907
DOI: 10.4236/jssm.2009.21005