In this paper a nonmonotone steplength selection rule for Newton’s method is proposed, which can be viewed as a generalization of Armijo’s rule. Numerical results are reported which indicate that the proposed technique may allow a considerable saving both in the number of line searches and in the number of function evaluations.
A NONMONOTONE LINESEARCH TECHNIQUE FOR NEWTON'S METHOD / Grippo, Luigi; F., Lampariello; Lucidi, Stefano. - In: SIAM JOURNAL ON NUMERICAL ANALYSIS. - ISSN 0036-1429. - STAMPA. - 23:(1986), pp. 707-716. [10.1137/0723046]
A NONMONOTONE LINESEARCH TECHNIQUE FOR NEWTON'S METHOD
GRIPPO, Luigi;LUCIDI, Stefano
1986
Abstract
In this paper a nonmonotone steplength selection rule for Newton’s method is proposed, which can be viewed as a generalization of Armijo’s rule. Numerical results are reported which indicate that the proposed technique may allow a considerable saving both in the number of line searches and in the number of function evaluations.File allegati a questo prodotto
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