An unconstrained optimization method using nonmonotone second order Goldstein's line search (Q2464310)

From MaRDI portal
scientific article
Language Label Description Also known as
English
An unconstrained optimization method using nonmonotone second order Goldstein's line search
scientific article

    Statements

    An unconstrained optimization method using nonmonotone second order Goldstein's line search (English)
    0 references
    0 references
    0 references
    19 December 2007
    0 references
    The authors consider the problem of unconstrained minimization of a real-valued twice continuously differentiable function of \(n\) variables. They propose a new unconstrained optimization method using the non-monotone second-order Goldstein linear search, which is different from both the nonmonotone Goldstein step size rule and the curvilinear line search rule. Under mild conditions, the sequence generated by the proposed algorithm is proved to converge to a stationary point satisfying the second-order optimality conditions. Numerical tests presented in the concluding part of the paper show a good numerical behavior of the method in comparison with some other methods from the literature. The method is efficient and robust especially for some ill-conditioned problems.
    0 references
    nonmonotone method
    0 references
    direction of negative curvature
    0 references
    line search
    0 references
    descent pair
    0 references
    unconstrained optimization
    0 references
    numerical examples
    0 references
    algorithm
    0 references
    ill-conditioned problems
    0 references

    Identifiers