A nonmonotone line search technique for improved projected quasi-Newton methods

A nonmonotone line search technique for improved projected quasi-Newton methods

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Article ID: iaor19942369
Country: Germany
Volume: 28
Issue: 1
Start Page Number: 31
End Page Number: 45
Publication Date: Jan 1993
Journal: Optimization
Authors:
Abstract:

Some improved projected quasi-Newton methods are presented in which a nonmonotone line search technique is employed. Although these methods allow the sequence of the merit functions, nondifferentiable and differentiable, to be nonmonotonic, the convergence properties similar to those for the usual Armijo’s rule are proved under certain conditions.

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