A NONMONOTONE SECOND-ORDER STEPLENGTH METHOD FOR UNCONSTRAINED MINIMIZATION

• 来源期刊: 计算数学（英文版）
• 关键词: Nonmonotone method Armijo's line search Direction of negative curvature Unconstrained optimization.
• 年，卷（期）: 2007,（1）
• 页码范围: 104-112
• 页数: 9页
• 语种: 英文

摘要

In this paper, a nonmonotone method based on McCormick's second-order Armijo's step-size rule [7] for unconstrained optimization problems is proposed. Every limit point of the sequence generated by using this procedure is proved to be a stationary point with the second-order optimality conditions. Numerical tests on a set of standard test problems are presented and show that the new algorithm is efficient and robust.