A NONMONOTONE SECOND-ORDER STEPLENGTH METHOD FOR UNCONSTRAINED MINIMIZATION

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 con...

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Bibliographic Details
Published in:Journal of computational mathematics 2007-01, Vol.25 (1), p.104-112
Main Authors: Zhou, Qun-yan, Sun, Wen-yu
Format: Article
Language:English
Subjects:
Algorithms
Computational mathematics
Curvature
Eigenvalues
Factorization
Hessian matrices
Integers
Saddle points
Zero vectors
Online Access:Get full text
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Summary: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:0254-9409
1991-7139