LC^1无约束优化问题的非单调线搜索算法

A Nonmonotone Line Search Algorithm for LC^1 Unconstrained Optimization

考虑LC1无约束优化问题,用二阶上Dini方向导数代替二阶的方向导数,从而给出该问题的一个非单调线搜索算法,并证明了所给算法的全局收敛性．

In this paper, we consider the LC^1 unconstrained problems, which is continuously differentiable and its derivative is only locally Lipschitzian but not necessary F-differentiable. Here we consider using the second order Dini upper directional derivative to replace the second order directional derivative. We present a nonmonotone line search algorithm, and establish the global convergence.