Abstract
In this paper, an unconstrained optimization method using the nonmonotone second order Goldstein’s line search is proposed. By using the negative curvature information from the Hessian, the sequence generated is shown to converge to a stationary point with the second order optimality conditions. Numerical tests on a set of standard test problems confirm the efficiency of our new method.
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This work was supported by the National Natural Science Foundation of China (Grant No. 10231060) and the Specialized Research Fund of Doctoral Program of Higher Education of China (Grant No. 20040319003)
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Sun, Wy., Zhou, Qy. An unconstrained optimization method using nonmonotone second order Goldstein’s line search. SCI CHINA SER A 50, 1389–1400 (2007). https://doi.org/10.1007/s11425-007-0072-x
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DOI: https://doi.org/10.1007/s11425-007-0072-x