Projets par an
Résumé
The purpose of this paper is to discuss the potential of
nonmonotone techniques for enforcing convergence of
unconstrained minimization algorithms from starting points
distant from the solution. Linesearch-based algorithms are
considered for both small and large problems, and
extensive numerical experiments show that this potential
is sometimes considerable. A new variant is introduced in
order to limit some of the identified drawbacks of the
existing techniques. This variant is again numerically
tested and appears to be competitive. Finally, the impact
of preconditioning on the considered methods is examined.
langue originale | Anglais |
---|---|
Pages (de - à) | 725-739 |
Nombre de pages | 15 |
journal | SIAM Journal on Scientific and Statiscal Computing |
Volume | 17 |
Numéro de publication | 3 |
Etat de la publication | Publié - 1996 |
Empreinte digitale
Examiner les sujets de recherche de « An assessment of non-monotone linesearch techniques for unconstrained optimization ». Ensemble, ils forment une empreinte digitale unique.Projets
- 1 Actif
-
ADALGOPT: ADALGOPT - Algorithmes avancés en optimisation non-linéaire
1/01/87 → …
Projet: Axe de recherche