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 On the nonmonotone line search Dai, YH 2002-02-01 Source Publication JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS ISSN 0022-3239 Volume 112Issue:2Pages:315-330 Abstract The technique of nonmonotone line search has received many successful applications and extensions in nonlinear optimization. This paper provides some basic analyses of the nonmonotone line search. Specifically, we analyze the nonmonotone line search methods for general nonconvex functions along different lines. The analyses are helpful in establishing the global convergence of a nonmonotone line search method under weaker conditions on the search direction. We explore also the relations between nonmonotone line search and R-linear convergence assuming that the objective function is uniformly convex. In addition, by taking the inexact Newton method as an example, we observe a numerical drawback of the original nonmonotone line search and suggest a standard Armijo line search when the nonmonotone line search condition is not satisfied by the prior trial steplength. The numerical results show the usefulness of such suggestion for the inexact Newton method. Keyword unconstrained optimization uniform convexity Armijo line search nonmonotone line search R-linear convergence Language 英语 WOS Research Area Operations Research & Management Science ; Mathematics WOS Subject Operations Research & Management Science ; Mathematics, Applied WOS ID WOS:000173971200004 Publisher KLUWER ACADEMIC/PLENUM PUBL Citation statistics Cited Times:108[WOS]   [WOS Record]     [Related Records in WOS] Document Type 期刊论文 Identifier http://ir.amss.ac.cn/handle/2S8OKBNM/17361 Collection 计算数学与科学工程计算研究所 Affiliation Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China Recommended CitationGB/T 7714 Dai, YH. On the nonmonotone line search[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,2002,112(2):315-330. APA Dai, YH.(2002).On the nonmonotone line search.JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS,112(2),315-330. MLA Dai, YH."On the nonmonotone line search".JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 112.2(2002):315-330.
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