Year: 2007
Author: Qun-Yan Zhou, Wen-Yu Sun
Journal of Computational Mathematics, Vol. 25 (2007), Iss. 1 : pp. 104–112
Abstract
In this paper, a nonmonotone method based on McCormick's second-order Armijo's step-size rule [7] for unconstrained optimization problems is proposed. Every limit point of the sequence generated by using this procedure is proved to be a stationary point with the second-order optimality conditions. Numerical tests on a set of standard test problems are presented and show that the new algorithm is efficient and robust.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2007-JCM-8677
Journal of Computational Mathematics, Vol. 25 (2007), Iss. 1 : pp. 104–112
Published online: 2007-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 9
Keywords: Nonmonotone method Armijo's line search Direction of negative curvature Unconstrained optimization.