An extended nonmonotone line search technique for large-scale unconstrained optimization

作者:

Highlights:

• New nonmonotone line search is proposed to integrate advantages of the existing ones.

• Theory of global and local convergence has been established.

• Numerical results show its efficiency for solving large-scale optimization problems.

摘要

•New nonmonotone line search is proposed to integrate advantages of the existing ones.•Theory of global and local convergence has been established.•Numerical results show its efficiency for solving large-scale optimization problems.

论文关键词:90C30,62K05,68T37,Algorithm,Large-scale optimization,Nonmonotone line search,Global convergence

论文评审过程:Received 7 January 2017, Revised 5 July 2017, Available online 21 September 2017, Version of Record 6 October 2017.

论文官网地址:https://doi.org/10.1016/j.cam.2017.09.026