Global Convergence of a New Nonmonotone Algorithm
نویسندگان
چکیده
منابع مشابه
Global Convergence of a New Nonmonotone Algorithm
Abstract: In this study, we study the application of a kind of nonmonotone line search in BFGS algorithm for solving unconstrained optimization problems. This nonmonotone line search is belongs to Armijo-type line searches and when the step size is being computed at each iteration, the initial test step size can be adjusted according to the characteristics of objective functions. The global con...
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In the minimization of real valued functions, Newton’s algorithm is often combined with a line search method. Grippo et al [SIAM J. Numer. Anal., Vol. 23, No. 4] first suggested a nonmonotone stepsize selection rule based on the maximum of a fixed set of previous function values. In this paper we introduce the notion of relaxing functions and suggest several other nonmonotone procedures using a...
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ژورنال
عنوان ژورنال: Research Journal of Applied Sciences, Engineering and Technology
سال: 2013
ISSN: 2040-7459,2040-7467
DOI: 10.19026/rjaset.5.4461