A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization

Qunyan Zhou; Wenyu Sun; Liqun Qi

doi:10.1016/j.amc.2010.10.042

A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization

Qunyan Zhou, Wenyu Sun, Liqun Qi

Research output: Journal article publication › Journal article › Academic research › peer-review

Abstract

The aim of this paper is to incorporate the preconditioned gradient path in a nonmonotone stabilization algorithm for unconstrained optimization. The global convergence and locally superlinear convergence are established for this class of algorithms. Finally, we report in details the numerical results which show the effectiveness of the proposed algorithm.

Original language	English
Pages (from-to)	4257-4264
Number of pages	8
Journal	Applied Mathematics and Computation
Volume	217
Issue number	8
DOIs	https://doi.org/10.1016/j.amc.2010.10.042
Publication status	Published - 15 Dec 2010

Keywords

Convergence
Globalization
Gradient path
Nonmonotone technique
Unconstrained optimization

ASJC Scopus subject areas

Computational Mathematics
Applied Mathematics

More information

10.1016/j.amc.2010.10.042

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title = "A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization",

abstract = "The aim of this paper is to incorporate the preconditioned gradient path in a nonmonotone stabilization algorithm for unconstrained optimization. The global convergence and locally superlinear convergence are established for this class of algorithms. Finally, we report in details the numerical results which show the effectiveness of the proposed algorithm.",

keywords = "Convergence, Globalization, Gradient path, Nonmonotone technique, Unconstrained optimization",

author = "Qunyan Zhou and Wenyu Sun and Liqun Qi",

year = "2010",

month = dec,

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doi = "10.1016/j.amc.2010.10.042",

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T1 - A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization

AU - Zhou, Qunyan

AU - Sun, Wenyu

AU - Qi, Liqun

PY - 2010/12/15

Y1 - 2010/12/15

N2 - The aim of this paper is to incorporate the preconditioned gradient path in a nonmonotone stabilization algorithm for unconstrained optimization. The global convergence and locally superlinear convergence are established for this class of algorithms. Finally, we report in details the numerical results which show the effectiveness of the proposed algorithm.

AB - The aim of this paper is to incorporate the preconditioned gradient path in a nonmonotone stabilization algorithm for unconstrained optimization. The global convergence and locally superlinear convergence are established for this class of algorithms. Finally, we report in details the numerical results which show the effectiveness of the proposed algorithm.

KW - Convergence

KW - Globalization

KW - Gradient path

KW - Nonmonotone technique

KW - Unconstrained optimization

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U2 - 10.1016/j.amc.2010.10.042

DO - 10.1016/j.amc.2010.10.042

M3 - Journal article

SN - 0096-3003

VL - 217

SP - 4257

EP - 4264

JO - Applied Mathematics and Computation

JF - Applied Mathematics and Computation

IS - 8

ER -

A nonmonotone globalization algorithm with preconditioned gradient path for unconstrained optimization

Abstract

Keywords

ASJC Scopus subject areas

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