TY - JOUR
T1 - A Nonmonotone Second-Order Steplength Method for Unconstrained Minimization
AU - Zhou , Qun-Yan
AU - Sun , Wen-Yu
JO - Journal of Computational Mathematics
VL - 1
SP - 104
EP - 112
PY - 2007
DA - 2007/02
SN - 25
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/8677.html
KW - Nonmonotone method, Armijo's line search, Direction of negative curvature,
Unconstrained optimization.
AB - <p style="text-align: justify;">In this paper, a nonmonotone method based on McCormick&#39;s second-order Armijo&#39;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.</p>