In this paper, a nonmonotone method based on McCormick＇s second-order Armijo＇s step-size rule [7] for unconstrained optimization problems is proposed. Every limit point of the sequence generated by using this proced...In this paper, a nonmonotone method based on McCormick＇s second-order Armijo＇s step-size rule [7] for unconstrained optimization problems is proposed. Every limit point of the sequence generated by using this procedure is proved to be a stationary point with the second-order optimality conditions. Numerical tests on a set of standard test problems are presented and show that the new algorithm is efficient and robust.展开更多
基金supported by the National Natural Science Foundation of China(grant No.10231060)the Specialized Research Fund of Doctoral Program of Higher Education of China at No.20040319003the Graduates'Creative Project of Jiangsu Province,China.
文摘In this paper, a nonmonotone method based on McCormick＇s second-order Armijo＇s step-size rule [7] for unconstrained optimization problems is proposed. Every limit point of the sequence generated by using this procedure is proved to be a stationary point with the second-order optimality conditions. Numerical tests on a set of standard test problems are presented and show that the new algorithm is efficient and robust.
