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A class of nonmonotone stabilization methods in unconstrained optimization
Authors:L Grippo  F Lampariello  S Lucidi
Institution:(1) Dipartimento di Informatica e Sistemistica, Università di Roma ldquoLa Sapienzardquo, Via Eudossiana 18, I-00184 Roma, Italy;(2) Istituto di Analisi dei Sistemi ed Informatica del CNR, Viale Manzoni 30, I-00185 Roma, Italy
Abstract:Summary 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.
Keywords:90C30  65K05
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