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.
A QUASI-DISCRETE NEWTON ALGORITHM WITH A NONMONOTONE STABILIZATION TECHNIQUE / Grippo, Luigi; F., Lampariello; Lucidi, Stefano. - In: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS. - ISSN 0022-3239. - STAMPA. - 64:3(1990), pp. 495-510. [10.1007/bf00939421]
A QUASI-DISCRETE NEWTON ALGORITHM WITH A NONMONOTONE STABILIZATION TECHNIQUE
GRIPPO, Luigi;LUCIDI, Stefano
1990
Abstract
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.File allegati a questo prodotto
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