Non Monotone Algorithms for Unconstrained Minimization: Upper Bounds on Function Values
نویسنده
چکیده
Non monotone algorithms allow a possible increase of function values at certain iterations. This paper gives a suitable control on this increase to preserve the convergence properties of its monotone counterpart. A new efficient MultiLineal Search is also proposed for minimization algorithms. keywords: Non Monotone, Lineal Search, Trust Region.
منابع مشابه
On the resolution of monotone complementarity problems
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