A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization
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摘要
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.
论文关键词：Unconstrained optimization,Gradient path,Nonmonotone technique,Globalization,Convergence
论文评审过程：Available online 27 October 2010.
论文官网地址：https://doi.org/10.1016/j.amc.2010.10.042
