Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
471707 | Computers & Mathematics with Applications | 2010 | 9 Pages |
Abstract
In this paper, we present a new algorithm using the nonmonotone second-order Wolfe’s line search. By using the negative curvature information from the Hessian, we prove that the generated sequence converges to the stationary points that satisfy the second-order optimality conditions. We also report numerical results which show the efficiency and robustness of the proposed method.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Xue Han, Wenyu Sun, Chuangyin Dang,