A quasi-discrete Newton algorithm with a nonmonotone stabilization technique (Q1823152)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quasi-discrete Newton algorithm with a nonmonotone stabilization technique |
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A quasi-discrete Newton algorithm with a nonmonotone stabilization technique (English)
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1990
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We define an unconstrained optimization algorithm employing only first- order derivatives, in which a nonmonotone stabilization technique is used in conjunction with a quasi-discrete Newton method for the computation of the search direction. Global and superlinear convergence is proved, and numerical results are reported.
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line search techniques
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global convergence
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unconstrained optimization
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first-order derivatives
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nonmonotone stabilization
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quasi-discrete Newton method
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superlinear convergence
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