A nonmonotone line search method and its convergence for unconstrained optimization

被引:0
|
作者
Cui, Zhaocheng [1 ]
Yang, Zhenqi [1 ]
机构
[1] Shandong Jiaotong Univ, Dept Math & Phys, Jinan 250023, Shandong, Peoples R China
关键词
Unconstrained optimization; nonmonotone line search; F-function; global convergence;
D O I
10.1177/1077546311434793
中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
In this paper, by using a forcing function and the reverse modulus of continuity of gradient, we propose a generalization and development of the nonmonotone line search method for unconstrained optimization problems. The global convergence property of the new method is established under some reasonable conditions that are weaker than those of the existing nonmonotone line search methods. Furthermore, the proof of convergence is simpler than other methods.
引用
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页码:517 / 520
页数:4
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