Article ID: | iaor200948276 |
Country: | Canada |
Volume: | 4 |
Issue: | 1 |
Start Page Number: | 70 |
End Page Number: | 75 |
Publication Date: | Jan 2009 |
Journal: | Algorithmic Operations Research |
Authors: | Yu Zhensheng, Lin Ji |
By using the forcing function, we proposed a general form of nonmonotone line search technique for unconstrained optimization. The technique includes some well known nonmonotone line search as special cases while independence on the nonmonotone parameter. We establish the global convergence of the method under weak conditions and we report the numerical test with a modified BFGS (Broyden-Fletcher-Goldfarb-Shanno) method to show the effectiveness of the proposed method.