A new non-monotone line search technique
Journal Title: Scholars Journal of Engineering and Technology - Year 2015, Vol 3, Issue 3
Abstract
In this paper, we propose a new non-monotone line search algorithm for unconstrained optimization problems. We incorporate the proposed non-monotone strategy in [3] into an inexact Wolfe-type line search approach to construct a more relaxed line search procedure. The global convergence is subsequently proved under some mild classical assumptions. Keywords: non-monotone, line search, Wolfe-type
Authors and Affiliations
Xiao Wu, Qinghua Zhou, Changyuan Li
Keywords
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