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Research Article
 

A Nonmonotone Algorithm of Moving Asymptotes for Solving Unconstrained Optimization Problems



Ping Hu and Zongyao Wang
 
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ABSTRACT

In this study, we aim to put forward a novel nonmonotone algorithm of moving asymptotes for solving n-variate unconstrained optimization problems. The algorithm first generates n separable subproblems by virtue of the moving asymptotes function in each iteration to determine the descent search direction and then obtain the step by new nonmonotone line search techniques. The global convergence of the proposed algorithm is established in this study. In addition, we give some numerical tests, from which it is indicates that the new algorithm is effective in solving multi-peak or large-scale optimization problems.

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  How to cite this article:

Ping Hu and Zongyao Wang, 2013. A Nonmonotone Algorithm of Moving Asymptotes for Solving Unconstrained Optimization Problems. Information Technology Journal, 12: 4082-4088.

DOI: 10.3923/itj.2013.4082.4088

URL: https://scialert.net/abstract/?doi=itj.2013.4082.4088
 

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