A quasi-discrete Newton algorithm with a nonmonotone stabilization technique |
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| Authors: | L Grippo F Lampariello S Lucidi |
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| Institution: | (1) Istituto di Analisi dei Sistemi ed Informatica, National Research Council, Rome, Italy |
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| Abstract: | In this paper, we define an unconstrained optimization algorithm employing only first-order derivatives, in which a nonmonotone stabilization technique is used in conjunction with a quasidiscrete Newton method for the computation of the search direction. Global and superlinear convergence is proved, and numerical results are reported. |
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| Keywords: | Nonlinear programming unconstrained minimization Newton-type methods line search techniques |
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