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1. A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization

Author

Zhou, Qunyan, Sun, Wenyu, and Qi, Liqun

Subjects
*MONOTONE operators, *GLOBAL analysis (Mathematics), *CONSTRAINED optimization, *ALGORITHMS, *STOCHASTIC convergence, *NUMERICAL analysis, *MATHEMATICAL analysis
Abstract

Abstract: The aim of this paper is to incorporate the preconditioned gradient path in a nonmonotone stabilization algorithm for unconstrained optimization. The global convergence and locally superlinear convergence are established for this class of algorithms. Finally, we report in details the numerical results which show the effectiveness of the proposed algorithm. [ABSTRACT FROM AUTHOR]

Published
2010
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