A QUASI-DISCRETE NEWTON ALGORITHM WITH A NONMONOTONE STABILIZATION TECHNIQUE

被引：11

作者：

GRIPPO, L

LAMPARIELLO, F

LUCIDI, S

机构：

[1] Istituto di Analisi dei Sistemi ed Informatica, National Research Council, Rome

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1990年 / 64卷 / 03期

关键词：

line search techniques; Newton-type methods; Nonlinear programming; unconstrained minimization;

D O I：

10.1007/BF00939421

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we define an unconstrained optimization algorithm employing only first-order derivatives, in which a nonmonotone stabilization technique is used in conjunction with a quasidiscrete Newton method for the computation of the search direction. Global and superlinear convergence is proved, and numerical results are reported. © 1990 Plenum Publishing Corporation.

引用

页码：495 / 510

页数：16

共 11 条

[1]

BERTSEKAS DP, 1980, CONSTRAINED OPTIMIZA

[2]

BROWN AA, 1987, 178 NUM OPT CTR HATF

[3] A LOCAL CONVERGENCE THEORY FOR COMBINED INEXACT-NEWTON FINITE-DIFFERENCE PROJECTION METHODS [J].