메뉴 건너뛰기




Volumn 112, Issue 2, 2002, Pages 315-330

On the nonmonotone line search

(1)  Dai, Y H a  


Author keywords

Armijo line search; nonmonotone line search; R linear convergence; Unconstrained optimization; uniform convexity

Indexed keywords

NEWTON-RAPHSON METHOD; NONLINEAR PROGRAMMING;

EID: 0036112899     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1013653923062     Document Type: Article
Times cited : (169)

References (19)
  • 2
    • 0026908925 scopus 로고
    • Avoiding the Maratos Effect by Means of a Nonmonotone Line Search, II: Inequality Constrained Problems - Feasible Iterates
    • BONNANS, J. F., PANIER, E., TITS, A., and ZHOU, J. L., Avoiding the Maratos Effect by Means of a Nonmonotone Line Search, II: Inequality Constrained Problems - Feasible Iterates, SIAM Journal on Numerical Analysis, Vol. 29, pp. 1187-1202, 1992.
    • (1992) SIAM Journal on Numerical Analysis , vol.29 , pp. 1187-1202
    • Bonnans, J.F.1    Panier, E.2    Tits, A.3    Zhou, J.L.4
  • 4
    • 0000843862 scopus 로고
    • A Truncated Newton Method with Nonmonotone Line Search for Unconstrained Optimization
    • GRIPPO, L., LAMPARIELLO, F., and LUCIDI, S., A Truncated Newton Method with Nonmonotone Line Search for Unconstrained Optimization, Journal of Optimization Theory and Applications, Vol. 60, pp. 401-419, 1989.
    • (1989) Journal of Optimization Theory and Applications , vol.60 , pp. 401-419
    • Grippo, L.1    Lampariello, F.2    Lucidi, S.3
  • 5
    • 0001028609 scopus 로고
    • A Class of Nonmonotone Stabilization Methods in Unconstrained Optimization
    • GRIPPO, L., LAMPARIELLO, F., and LUCIDI, S., A Class of Nonmonotone Stabilization Methods in Unconstrained Optimization, Numerische Mathematik, Vol. 59, pp. 779-805, 1991.
    • (1991) Numerische Mathematik , vol.59 , pp. 779-805
    • Grippo, L.1    Lampariello, F.2    Lucidi, S.3
  • 6
    • 0012036339 scopus 로고
    • A Nonmonotone Trust Region Algorithm for Equality Constrained Optimization
    • KE, X., and HAN, J., A Nonmonotone Trust Region Algorithm for Equality Constrained Optimization, Science in China, Vol. 38A, pp. 683-695, 1995.
    • (1995) Science in China , vol.38 A , pp. 683-695
    • Ke, X.1    Han, J.2
  • 7
    • 0342437579 scopus 로고    scopus 로고
    • A Nonmonotone Trust-Region Algorithm for Unconstrained Optimization
    • KE, X., LIU, G., and XU, D., A Nonmonotone Trust-Region Algorithm for Unconstrained Optimization, Chinese Science Bulletin, Vol. 41, pp. 197-201, 1996.
    • (1996) Chinese Science Bulletin , vol.41 , pp. 197-201
    • Ke, X.1    Liu, G.2    Xu, D.3
  • 8
    • 0032327057 scopus 로고    scopus 로고
    • Curvilinear Stabilization Techniques for Truncated Newton Methods in Large-Scale Unconstrained Optimization
    • LUCIDI, S., ROCHETICH, F., and ROMA, M., Curvilinear Stabilization Techniques for Truncated Newton Methods in Large-Scale Unconstrained Optimization, SIAM Journal on Optimization, Vol. 8, pp. 916-939, 1998.
    • (1998) SIAM Journal on Optimization , vol.8 , pp. 916-939
    • Lucidi, S.1    Rochetich, F.2    Roma, M.3
  • 9
    • 0026205566 scopus 로고
    • Avoiding the Maratos Effect by Means of a Nonmonotone Line Search, I: General Constrained Problems
    • PANIER, E., and TITS, A., Avoiding the Maratos Effect by Means of a Nonmonotone Line Search, I: General Constrained Problems, SIAM Journal on Numerical Analysis, Vol. 28, pp. 1183-1195, 1991.
    • (1991) SIAM Journal on Numerical Analysis , vol.28 , pp. 1183-1195
    • Panier, E.1    Tits, A.2
  • 10
    • 0031542191 scopus 로고    scopus 로고
    • The Barzilai and Borwein Gradient Method for the Large-Scale Unconstrained Minimization Problem
    • RAYDAN, M., The Barzilai and Borwein Gradient Method for the Large-Scale Unconstrained Minimization Problem, SIAM Journal on Optimization, Vol. 7, pp. 26-33, 1997.
    • (1997) SIAM Journal on Optimization , vol.7 , pp. 26-33
    • Raydan, M.1
  • 11
    • 0001019976 scopus 로고    scopus 로고
    • An Assessment of Nonmonotone Line Search Techniques for Unconstrained Optimization
    • TOINT, P. L., An Assessment of Nonmonotone Line Search Techniques for Unconstrained Optimization, SIAM Journal on Scientific Computing, Vol. 17, pp. 725-739, 1996.
    • (1996) SIAM Journal on Scientific Computing , vol.17 , pp. 725-739
    • Toint, P.L.1
  • 12
    • 0001898672 scopus 로고    scopus 로고
    • A Nonmonotone Trust-Region Algorithm for Nonlinear Optimization Subject to Convex Constraints
    • TOINT, P. L., A Nonmonotone Trust-Region Algorithm for Nonlinear Optimization Subject to Convex Constraints, Mathematical Programming, Vol. 77, pp. 69-94, 1997.
    • (1997) Mathematical Programming , vol.77 , pp. 69-94
    • Toint, P.L.1
  • 14
    • 84966275544 scopus 로고
    • Minimization of Functions Having Lipschitz Continuous First Partial Derivatives
    • ARMIJO, L., Minimization of Functions Having Lipschitz Continuous First Partial Derivatives, Pacific Journal of Mathematics, Vol. 16, pp. 1-3, 1966.
    • (1966) Pacific Journal of Mathematics , vol.16 , pp. 1-3
    • Armijo, L.1
  • 15
    • 0014492147 scopus 로고
    • Convergence Conditions for Ascent Methods
    • WOLFE, P., Convergence Conditions for Ascent Methods, SIAM Review, Vol. 11, pp. 226-235, 1969.
    • (1969) SIAM Review , vol.11 , pp. 226-235
    • Wolfe, P.1
  • 16
    • 9744264433 scopus 로고    scopus 로고
    • Research Report, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, accepted by Journal of Systems Science and Complexity
    • DAI, Y. H., A Nonmonotone Conjugate Gradient Algorithm for Unconstrained Optimization, Research Report, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, 2000 (accepted by Journal of Systems Science and Complexity).
    • (2000) A Nonmonotone Conjugate Gradient Algorithm for Unconstrained Optimization
    • Dai, Y.H.1
  • 18
    • 0003705319 scopus 로고    scopus 로고
    • Research Report 99-039, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, accepted by IMA Journal of Numerical Analysis
    • DAI, Y. H., and LIAO, L. Z., R-Linear Convergence of the Barzilai and Borwein Gradient Method, Research Report 99-039, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, 1999 (accepted by IMA Journal of Numerical Analysis).
    • (1999) R-Linear Convergence of the Barzilai and Borwein Gradient Method
    • Dai, Y.H.1    Liao, L.Z.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.