Global convergence of nonmonotone descent methods for unconstrained optimization problems (Q697549)

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scientific article; zbMATH DE number 1801720
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Global convergence of nonmonotone descent methods for unconstrained optimization problems
scientific article; zbMATH DE number 1801720

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    Global convergence of nonmonotone descent methods for unconstrained optimization problems (English)
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    17 September 2002
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    This paper deals with global convergence for unconstrained optimization algorithms that utilize a nonmonotone line search procedure. The proposed technique allows the user to specify a flexible facing function and includes Armijo, Goldstein and Wolfe rules as special cases. The global convergence (towards stationary points) of the nonmonotone descent method for unconstrained optimization is proved.
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    unconstrained optimization
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    nonmonotone line search
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    global convergence
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    algorithms
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