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A Nonmonotone Line Search Slackness Technique for Unconstrained Optimization

Author

Listed:
  • Ping Hu

    (Huaiyin Institute of Technology)

  • Xu-Qing Liu

    (Huaiyin Institute of Technology)

Abstract

This paper mainly aims to study a new nonmonotone line search slackness technique for unconstrained optimization problems and show that it possesses the global convergence without needing condition of convexity. We establish the corresponding algorithm and illustrate its effectiveness by virtue of some numerical tests. Simulation results indicate that the proposed method is very effective for non-convex functions.

Suggested Citation

  • Ping Hu & Xu-Qing Liu, 2013. "A Nonmonotone Line Search Slackness Technique for Unconstrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 158(3), pages 773-786, September.
    • Handle: RePEc:spr:joptap:v:158:y:2013:i:3:d:10.1007_s10957-012-0247-7
    DOI: 10.1007/s10957-012-0247-7
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    References listed on IDEAS

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    1. Y.H. Yu & L. Gao, 2002. "Nonmonotone Line Search Algorithm for Constrained Minimax Problems," Journal of Optimization Theory and Applications, Springer, vol. 115(2), pages 419-446, November.
    2. Z. J. Shi & J. Shen, 2005. "New Inexact Line Search Method for Unconstrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 127(2), pages 425-446, November.
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