References
- Ahookhosh , M and Amini , K . 2010 . A nonmonotone trust region method with adaptive radius for unconstrained optimization . Comput. Math. Appl. , 60 : 411 – 422 .
- Andrei , N . 2008 . An unconstrained optimization test functions collection . Adv. Model. Optim. , 10 : 147 – 161 .
- Armijo , L . 1966 . Minimization of functions having Lipschitz continuous first partial derivatives . Pac. J. Math. , 16 : 1 – 3 .
- Dai , YH . 2002 . On the nonmonotone line search . J. Optim. Theory Appl. , 112 : 315 – 330 .
- Dai , YH . 2002 . R-linear convergence of the Barzilai and Borwein gradient method . IMA J. Numer. Anal. , 22 : 1 – 10 .
- Deng , NY , Xiao , Y and Zhou , FJ . 1993 . Nonmonotonic trust region algorithm . J. Optim. Theory Appl. , 76 : 259 – 285 .
- Dolan , E and Moré , JJ . 2002 . Benchmarking optimization software with performance profiles . Math. Program. , 91 : 201 – 213 .
- Grippo , L , Lampariello , F and Lucidi , S . 1986 . A nonmonotone line search technique for Newton's method . SIAM J. Numer. Anal. , 23 : 707 – 716 .
- Grippo , L , Lampariello , F and Lucidi , S . 1989 . A truncated Newton method with nonmonotone line search for unconstrained optimization . J. Optim. Theory Appl. , 60 : 401 – 419 .
- Grippo , L , Lampariello , F and Lucidi , S . 1991 . A class of nonmonotone stabilization methods in unconstrained optimization . Numer. Math. , 62 : 779 – 805 .
- Gu , N and Mo , J . 2008 . Incorporating nonmonotone strategies into the trust region method for unconstrained optimization . Comput. Math. Appl. , 55 : 2158 – 2172 .
- Mo , J , Liu , C and Yan , S . 2007 . A nonmonotone trust region method based on nonincreasing technique of weighted average of the successive function values . J. Comput. Appl. Math. , 209 : 97 – 108 .
- Moré , JJ , Garbow , BS and Hillstrom , KE . 1981 . Testing unconstrained optimization software . ACM Transform. Math. Soft. , 7 : 17 – 41 .
- Nocedal , J and Wright , JS . 1999 . Numerical Optimization , New York : Springer .
- Ortega , JM and Rheinboldt , WC . 1970 . Iterative Solution of Nonlinear Equations in Several Variables , New York : Academic Press .
- Panier , ER and Tits , AL . 1991 . Avoiding the Maratos effect by means of a nonmonotone line search . SIAM J. Numer. Anal. , 28 : 1183 – 1195 .
- Shi , ZJ and Shen , J . 2006 . Convergence of nonmonotone line search method . J. Comput. Appl. Math. , 193 : 397 – 412 .
- Toint , PhL . 1996 . An assessment of nonmonotone linesearch technique for unconstrained optimization . SIAM J. Sci. Comput. , 17 : 725 – 739 .
- Toint , PhL . 1997 . Non-monotone trust-region algorithm for non-linear optimization subject to convex constraints . Math. Program. , 77 : 69 – 94 .
- Zhang , HC and Hager , WW . 2004 . A nonmonotone line search technique and its application to unconstrained optimization . SIAM J. Optim. , 14 : 1043 – 1056 .