A nonmonotone line search method for noisy minimization

DOI10.1007/S11590-015-0848-9zbMATH Open1327.90396OpenAlexW2079413259WikidataQ105583481 ScholiaQ105583481MaRDI QIDQ499697FDOQ499697

Irena Stojkovska, Nataša Krejić, Zorana Luzanin, Filip Nikolovski

Publication date: 6 October 2015

Published in: Optimization Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11590-015-0848-9

zbMATH Keywords

unconstrained optimizationnoisy functionline search methodnonmonotone line search rule

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Derivative-free methods and methods using generalized derivatives (90C56)

Cites Work

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• Testing Unconstrained Optimization Software
• A derivative-free algorithm for bound constrained optimization
• Benchmarking optimization software with performance profiles.
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• Two-Point Step Size Gradient Methods
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• Introduction to Stochastic Search and Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
• Globally convergent inexact quasi-Newton methods for solving nonlinear systems
• A derivative-free line search and global convergence of Broyden-like method for nonlinear equations
• Derivative-Free Optimization of Expensive Functions with Computational Error Using Weighted Regression
• A derivative-free nonmonotone line search and its application to the spectral residual method
• A new nonmonotone line search technique for unconstrained optimization
• A derivative-free nonmonotone line-search technique for unconstrained optimization
• A Scaled Stochastic Approximation Algorithm
• New stochastic approximation algorithms with adaptive step sizes
• Globally convergent Jacobian smoothing inexact Newton methods for NCP
• Nonmonotone line search methods with variable sample size
• A gradient method for unconstrained optimization in noisy environment
• A new second order fully-discrete scheme for sine-Gordon equations with \(EQ^{\text{rot}_1}\) nonconforming finite element

Cited In (4)

• Improved variance reduction extragradient method with line search for stochastic variational inequalities
• Complex-step derivative approximation in noisy environment
• Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities
• On the accuracy of the complex-step-finite-difference method

Uses Software

• NEWUOA
• KELLEY
• SDBOX
• minpack
• DFBOX_IMPR

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