A class of nonmonotone stabilization methods in unconstrained optimization |
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| Authors: | L. Grippo F. Lampariello S. Lucidi |
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| Affiliation: | (1) Dipartimento di Informatica e Sistemistica, Università di Roma !["ldquo"]("/content/k773k42702w85000/xlarge8220.gif") La Sapienza!["rdquo"]("/content/k773k42702w85000/xlarge8221.gif") , Via Eudossiana 18, I-00184 Roma, Italy;(2) Istituto di Analisi dei Sistemi ed Informatica del CNR, Viale Manzoni 30, I-00185 Roma, Italy |
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| 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. |
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| Keywords: | 90C30 65K05 |
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