IJPAM: Volume 93, No. 5 (2014)

NEW GLOBAL CONVERGENCE OF
NONMONOTONE LINE SEARCH ALGORITHM

Tahar Bouali$^1$, Yamina Laskri$^2$, Rafik Guefaifia$^3$
$^{1,2,3}$Department of Mathematics
Badji Mokhtar University
Annaba, 23000, ALGERIA


Abstract. In this paper, a class of nonmonotone line search, study the convergence properties of such an algorithm for general nonconvex function, and proved its global convergence. More conjugate gradient algorithm is used the Wolfe rule nonmonotone line search. The global convergence results are proved.

Received: March 13, 2014

AMS Subject Classification: 65K05, 90C30

Key Words and Phrases: conjugate gradient, nonmonotone line search, global convergence, unconstrained optimization

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DOI: 10.12732/ijpam.v93i5.8 How to cite this paper?

Source: International Journal of Pure and Applied Mathematics
ISSN printed version: 1311-8080
ISSN on-line version: 1314-3395
Year: 2014
Volume: 93
Issue: 5
Pages: 685 - 698

CC BY This work is licensed under the Creative Commons Attribution International License (CC BY).