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A Nonmonotone Line Search Slackness Technique for Unconstrained Optimization

Ping Hu () and Xu-Qing Liu ()
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Ping Hu: Huaiyin Institute of Technology
Xu-Qing Liu: Huaiyin Institute of Technology

Journal of Optimization Theory and Applications, 2013, vol. 158, issue 3, No 7, 773-786

Abstract: Abstract This paper mainly aims to study a new nonmonotone line search slackness technique for unconstrained optimization problems and show that it possesses the global convergence without needing condition of convexity. We establish the corresponding algorithm and illustrate its effectiveness by virtue of some numerical tests. Simulation results indicate that the proposed method is very effective for non-convex functions.

Keywords: Unconstrained optimization problem; Nonmonotone line search slackness technique; BFGS algorithm (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10957-012-0247-7

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