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Information Technology Journal

Year: 2013 | Volume: 12 | Issue: 17 | Page No.: 4082-4088
DOI: 10.3923/itj.2013.4082.4088
A Nonmonotone Algorithm of Moving Asymptotes for Solving Unconstrained Optimization Problems
Ping Hu and Zongyao Wang

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.

Keywords: Unconstrained optimization problems, algorithm of moving asymptotes, nonmonotone line search and global convergence

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