A non-monotone line search algorithm for unconstrained optimization

DOI10.1007/s10915-009-9314-0zbMath1203.90146OpenAlexW2076260773MaRDI QIDQ618548

Nan Lu, Sheng-Long Hu, Zheng-Hai Huang

Publication date: 16 January 2011

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10915-009-9314-0

zbMATH Keywords

unconstrained optimizationglobal convergence\(R\)-linear convergencenon-monotone line search

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30)

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Uses Software

• L-BFGS
• CUTEr
• SifDec
• SCALCG

Cites Work

• A nonmonotone conjugate gradient algorithm for unconstrained optimization
• On the limited memory BFGS method for large scale optimization
• A smoothing-type algorithm for solving system of inequalities
• A truncated Newton method with non-monotone line search for unconstrained optimization
• A smoothing Newton algorithm for mathematical programs with complementarity constraints
• On the method of shortest residuals for unconstrained optimization
• Scaled conjugate gradient algorithms for unconstrained optimization
• Avoiding the Maratos Effect by Means of a Nonmonotone Line Search I. General Constrained Problems
• Updating Quasi-Newton Matrices with Limited Storage
• Numerical Optimization
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A Nonmonotone Line Search Technique for Newton’s Method
• CUTEr and SifDec
• Benchmarking optimization software with performance profiles.
• On the nonmonotone line search