Please use this identifier to cite or link to this item: http://repositorio.unicamp.br/jspui/handle/REPOSIP/106588
Type: Artigo de periódico
Title: A Derivative-free Nonmonotone Line-search Technique For Unconstrained Optimization
Author: Diniz-Ehrhardt M.A.
Martinez J.M.
Raydan M.
Abstract: A tolerant derivative-free nonmonotone line-search technique is proposed and analyzed. Several consecutive increases in the objective function and also nondescent directions are admitted for unconstrained minimization. To exemplify the power of this new line search we describe a direct search algorithm in which the directions are chosen randomly. The convergence properties of this random method rely exclusively on the line-search technique. We present numerical experiments, to illustrate the advantages of using a derivative-free nonmonotone globalization strategy, with approximated-gradient type methods and also with the inverse SR1 update that could produce nondescent directions. In all cases we use a local variation finite differences approximation to the gradient. © 2007 Elsevier B.V. All rights reserved.
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Rights: fechado
Identifier DOI: 10.1016/j.cam.2007.07.017
Address: http://www.scopus.com/inward/record.url?eid=2-s2.0-46749084262&partnerID=40&md5=719f960e0576e0ba1385a3c5d5f615a4
Date Issue: 2008
Appears in Collections:Unicamp - Artigos e Outros Documentos

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