A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization

The aim of this paper is to incorporate the preconditioned gradient path in a nonmonotone stabilization algorithm for unconstrained optimization. The global convergence and locally superlinear convergence are established for this class of algorithms. Finally, we report in details the numerical resul...

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Bibliographic Details
Published in:Applied mathematics and computation 2010-12, Vol.217 (8), p.4257-4264
Main Authors: Zhou, Qunyan, Sun, Wenyu, Qi, Liqun
Format: Article
Language:English
Subjects:
Algorithms
Computation
Convergence
Exact sciences and technology
Globalization
Gradient path
Mathematical analysis
Mathematical models
Mathematics
Nonmonotone technique
Numerical analysis
Numerical analysis. Scientific computation
Optimization
Sciences and techniques of general use
Stabilization
Unconstrained optimization
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Summary:The aim of this paper is to incorporate the preconditioned gradient path in a nonmonotone stabilization algorithm for unconstrained optimization. The global convergence and locally superlinear convergence are established for this class of algorithms. Finally, we report in details the numerical results which show the effectiveness of the proposed algorithm.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2010.10.042