Summary
This paper deals with the solution of smooth unconstrained minimization problems by Newton-type methods whose global convergence is enforced by means of a nonmonotone stabilization strategy. In particular, a stabilization scheme is analyzed, which includes different kinds of relaxation of the descent requirements. An extensive numerical experimentation is reported.
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Grippo, L., Lampariello, F. & Lucidi, S. A class of nonmonotone stabilization methods in unconstrained optimization. Numer. Math. 59, 779–805 (1991). https://doi.org/10.1007/BF01385810
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DOI: https://doi.org/10.1007/BF01385810