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Volume 25, Issue 1
A Nonmonotone Second-Order Steplength Method for Unconstrained Minimization

Qun-Yan Zhou & Wen-Yu Sun

J. Comp. Math., 25 (2007), pp. 104-112.

Published online: 2007-02

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  • Abstract

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.

  • Keywords

Nonmonotone method, Armijo's line search, Direction of negative curvature, Unconstrained optimization.

  • AMS Subject Headings

65K05, 90C30.

  • Copyright

COPYRIGHT: © Global Science Press

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@Article{JCM-25-104, author = {Zhou , Qun-Yan and Sun , Wen-Yu}, title = {A Nonmonotone Second-Order Steplength Method for Unconstrained Minimization}, journal = {Journal of Computational Mathematics}, year = {2007}, volume = {25}, number = {1}, pages = {104--112}, abstract = {

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.

}, issn = {1991-7139}, doi = {https://doi.org/}, url = {http://global-sci.org/intro/article_detail/jcm/8677.html} }
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 -

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.

Zhou , Qun-Yan and Sun , Wen-Yu. (2007). A Nonmonotone Second-Order Steplength Method for Unconstrained Minimization. Journal of Computational Mathematics. 25 (1). 104-112. doi:
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