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Scholars Journal of Engineering and Technology | Volume-3 | Issue-03
A new non-monotone line search technique
Xiao Wu, Qinghua Zhou, Changyuan Li
Published: March 30, 2015 | 118 79
DOI: 10.36347/sjet
Pages: 323-326
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Abstract
In this paper, we propose a new non-monotone line search algorithm for unconstrained optimization problems. We incorporate the proposed non-monotone strategy in [3] into an inexact Wolfe-type line search approach to construct a more relaxed line search procedure. The global convergence is subsequently proved under some mild classical assumptions.