Scholars Bulletin (SB)
Volume-2 | Issue-10 | Sch. Bull.; 2016, 2(10): 581-587
Research Article
A non-monotone Wolf-Type line search strategy for unconstrained optimization
Yuzhu Li, Qinghua Zhou
Published : Oct. 30, 2016
Abstract
Abstract: In this work, we propose and analyze a new line search method for solving unconstrained optimization problems. Actually, we combine a non-monotone strategy into a modified Wolf rule and design a new algorithm that possibly chooses a larger step length. Generally, the global convergence is analyzed under some suitable conditions.