| An unconstrained optimization method using nonmonotone second order Goldstein's line search |
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| 作者姓名： | Wen-yu SUN~ |
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| 作者单位： | Wen-yu SUN~(1 ) Qun-yan ZHOU~(1，2) ~1 School of Mathematics and Computer Science，Nanjing Normal University，Nanjing 210097，China;~2 Department of Basic Courses，Jiangsu Teachers University of Technology，Changzhou 213001，China |
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| 基金项目： | This work was supported by the National Natural Science Foundation of China(Grant No.10231060)，the Specialized Research Fund of Doctoral Program of Higher Education of China(Grant No.20040319003) |
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| 摘 要： | In this paper,an unconstrained optimization method using the nonmonotone second order Goldstein's line search is proposed.By using the negative curvature information from the Hessian, the sequence generated is shown to converge to a stationary point with the second order optimality conditions.Numerical tests on a set of standard test problems confirm the efficiency of our new method.
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An unconstrained optimization method using nonmonotone second order Goldstein's line search |
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| Wen-yu SUN.An unconstrained optimization method using nonmonotone second order Goldstein's line search[J].Science in China(Mathematics),2007,50(10). |
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| Authors: | Wen-yu SUN Qun-yan ZHOU |
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| Institution: | 1. School of Mathematics and Computer Science, Nanjing Normal University, Nanjing 210097, China
2. School of Mathematics and Computer Science, Nanjing Normal University, Nanjing 210097, China;Department of Basic Courses, Jiangsu Teachers University of Technology, Changzhou 213001, China |
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| Abstract: | In this paper,an unconstrained optimization method using the nonmonotone second order Goldstein's line search is proposed.By using the negative curvature information from the Hessian, the sequence generated is shown to converge to a stationary point with the second order optimality conditions.Numerical tests on a set of standard test problems confirm the efficiency of our new method. |
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| Keywords: | nonmonotone method direction of negative curvature line search descent pair unconstrained optimization |
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