Vol 4 No 1 (2009)
Articles

General Form of Nonmonotone Line Search Techniques For Unconstrained Optimization

Published February 3, 2009
Keywords
  • Unconstrained optimization,
  • Nonmonotone F-rule,
  • Global convergence
How to Cite
Yu, Z., & Lin, J. (2009). General Form of Nonmonotone Line Search Techniques For Unconstrained Optimization. Algorithmic Operations Research, 4(1), Pages 70 - 75. Retrieved from https://journals.lib.unb.ca/index.php/AOR/article/view/8288

Abstract

By using the forcing function, we proposed a general form of nonmonotone line search technique for unconstrained optimization. The technique includes some well known nonmonotone line search as special cases while independence on the nonmonotone parameter. We establish the global convergence of the method under weak conditions and we report the numerical test with a modified BFGS method to show the effectiveness of the proposed method.