The Open Electrical & Electronic Engineering Journal

2014, 8 : 218-221
Published online 2014 December 31. DOI: 10.2174/1874129001408010218
Publisher ID: TOEEJ-8-218

A Non-Monotone Line Search Combination Technique for Unconstrained Optimization

Ping Hu and Zong-yao Wang
Faculty of Mathematics and Physics, Huaiyin Institute of Technology, Huaian 223003, P.R. China.

ABSTRACT

We propose a non-monotone line search combination rule for unconstrained optimization problems, the corresponding non-monotone search algorithm is established and its global convergence can be proved. Finally, we use some numerical experiments to illustrate the new combination of non-monotone search algorithm’s effectiveness.

Keywords:

BFGS algorithm, combination rule, global convergence, non-monotone line search algorithm, unconstrained optimization.