This paper deals with the solution of smooth unconstrained minimization problems by Newton-type methods whose global convergence is enforced by means of a nonmonotone stabilization strategy. In particular, a stabilization scheme is analyzed, which includes different kinds of relaxation of the descent requirements. An extensive numerical experimentation is reported.
A CLASS OF NONMONOTONE STABILIZATION METHODS IN UNCONSTRAINED OPTIMIZATION / Grippo, Luigi; F., Lampariello; Lucidi, Stefano. - In: NUMERISCHE MATHEMATIK. - ISSN 0029-599X. - STAMPA. - 59:1(1991), pp. 779-805. [10.1007/bf01385810]
A CLASS OF NONMONOTONE STABILIZATION METHODS IN UNCONSTRAINED OPTIMIZATION
GRIPPO, Luigi;LUCIDI, Stefano
1991
Abstract
This paper deals with the solution of smooth unconstrained minimization problems by Newton-type methods whose global convergence is enforced by means of a nonmonotone stabilization strategy. In particular, a stabilization scheme is analyzed, which includes different kinds of relaxation of the descent requirements. An extensive numerical experimentation is reported.File allegati a questo prodotto
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