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Research Article
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A Nonmonotone Algorithm of Moving Asymptotes for Solving Unconstrained Optimization Problems
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Ping Hu
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Zongyao Wang
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ABSTRACT
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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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