A CLASS OF NONMONOTONE STABILIZATION METHODS IN UNCONSTRAINED OPTIMIZATION

被引：121
|
作者：
GRIPPO, L [1 ]
LAMPARIELLO, F [1 ]
LUCIDI, S [1 ]
机构：
[1] CNR, IST ANAL SIST & INFORMAT, I-00185 ROME, ITALY
来源：
NUMERISCHE MATHEMATIK | 1991年 / 59卷 / 08期
关键词：
D O I：
10.1007/BF01385810
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper deals with the solution of smooth unconstrained minimization problems by Newton-type methods whose global convergence is enforced by means of a nonmonotone stabilization strategy. In particular, a stabilization scheme is analyzed, which includes different kinds of relaxation of the descent requirements. An extensive numerical experimentation is reported.
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页码：779 / 805
页数：27
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