NEW GLOBAL CONVERGENCE OF NONMONOTONE LINE SEARCH 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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The self-scaling quasi-Newton method solves an unconstrained optimization problem by scaling the Hessian approximation matrix before it is updated at each iteration to avoid the possible large eigenvalues in the Hessian approximation matrices of the objective function. It has been proved in the literature that this method has the global and superlinear convergence when the objective function is...
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ژورنال
عنوان ژورنال: International Journal of Pure and Apllied Mathematics
سال: 2014
ISSN: 1311-8080,1314-3395
DOI: 10.12732/ijpam.v93i5.8