Nonmonotone second-order Wolfe's line search method for unconstrained optimization problems

Research output: Journal Publications and Reviews (RGC: 21, 22, 62)21_Publication in refereed journal

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Author(s)

Detail(s)

Original languageEnglish
Pages (from-to)2517-2525
Journal / PublicationComputers and Mathematics with Applications
Volume60
Issue number9
Publication statusPublished - Nov 2010

Abstract

In this paper, we present a new algorithm using the nonmonotone second-order Wolfe's line search. By using the negative curvature information from the Hessian, we prove that the generated sequence converges to the stationary points that satisfy the second-order optimality conditions. We also report numerical results which show the efficiency and robustness of the proposed method. © 2010 Elsevier Ltd. All rights reserved.

Research Area(s)

  • Descent pair, Nonmonotone, Second-order line search, Unconstrained optimization, Wolfe's line search