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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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
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Sun, Wen-yu
description 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.
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1991-7139
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source JSTOR Archival Journals and Primary Sources Collection【Remote access available】
subjects Algorithms
Computational mathematics
Curvature
Eigenvalues
Factorization
Hessian matrices
Integers
Saddle points
Zero vectors
title A NONMONOTONE SECOND-ORDER STEPLENGTH METHOD FOR UNCONSTRAINED MINIMIZATION
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