In this paper, an unconstrained optimization method using the nonmonotone second order Goldstein's line search is proposed. By using the negative curvature information from the Hessian,the sequence generated is sh...In this paper, an unconstrained optimization method using the nonmonotone second order Goldstein's line search is proposed. By using the negative curvature information from the Hessian,the sequence generated is shown to converge to a stationary point with the second order optimality conditions. Numerical tests on a set of standard test problems confirm the efficiency of our new method.展开更多
基金This work was supported by the National Natural Science Foundation of China(Grant No.10231060)the Specialized Research Fund of Doctoral Program of Higher Education of China(Grant No.20040319003)
文摘In this paper, an unconstrained optimization method using the nonmonotone second order Goldstein's line search is proposed. By using the negative curvature information from the Hessian,the sequence generated is shown to converge to a stationary point with the second order optimality conditions. Numerical tests on a set of standard test problems confirm the efficiency of our new method.
