A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization

DOI10.1016/J.AMC.2010.10.042MaRDI QIDQ618130zbMATH OpenOpenAlexFDO

Authors Qunyan Zhou, Liqun Qi, Wenyu Sun

Publication date 14 January 2011

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2010.10.042

zbMATH Keywords

convergenceglobalizationgradient pathnonmonotone techniquenumerical resultspreconditioningstabilization algorithmunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

Nonmonotone technique in optimization is useful, because, at each iteration, the method with enforcing monotonicity of the objective function values may cause a series of very small steps if the contours of the objective function are a family of curves with deep valleys. In this paper a nonmonotone stabilization algorithm with the preconditioned gradient path for unconstrained optimization is presented. The global convergence and locally superlinear convergence are established for this class of algorithms. Numerical results show that the strategy proposed in this paper allows considerable computational savings, especially for solution of ``difficult test problems.

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Cited in

(5)

• A class on nonmonotone stabilization methods in unconstrained optimization
• A new nonmonotone gradient-path algorithm for unconstrained optimization
• scientific article; zbMATH DE number 2076017 (Why is no real title available?)
• scientific article; zbMATH DE number 2163940 (Why is no real title available?)
• An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization

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