In this paper, we present a general scheme for bundle-type algorithms which includes a nonmonotone line search procedure and for which global convergence can be proved. Some numerical examples are reported, showing that the nonmonotonicity can be beneficial from a computational point of view.
A Nonmonotone Bundle-Type Scheme for Convex Nonsmooth Minimization / Facchinei, Francisco; Lucidi, Stefano. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - STAMPA. - 76:(1993), pp. 241-257. [10.1007/BF00939607]
A Nonmonotone Bundle-Type Scheme for Convex Nonsmooth Minimization
FACCHINEI, Francisco;LUCIDI, Stefano
1993
Abstract
In this paper, we present a general scheme for bundle-type algorithms which includes a nonmonotone line search procedure and for which global convergence can be proved. Some numerical examples are reported, showing that the nonmonotonicity can be beneficial from a computational point of view.File allegati a questo prodotto
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