On the nonmonotone line search

	On the nonmonotone line search
	Dai, YH
	2002-02-01
发表期刊	JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
ISSN	0022-3239
卷号	112 期号:2 页码:315-330
摘要	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.
关键词	unconstrained optimization uniform convexity Armijo line search nonmonotone line search R-linear convergence
语种	英语
WOS研究方向	Operations Research & Management Science ; Mathematics
WOS类目	Operations Research & Management Science ; Mathematics, Applied
WOS记录号	WOS:000173971200004
出版者	KLUWER ACADEMIC/PLENUM PUBL
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/17361
专题	计算数学与科学工程计算研究所
通讯作者	Dai, YH
作者单位	Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing, Peoples R China
推荐引用方式 GB/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.