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On efficiency of nonmonotone Armijo-type line searches

Masoud Ahookhosh (masoud.ahookhosh***at***univie.ac.at)
Susan Ghaderi (susan.ghaderi23***at***gmail.com)

Abstract: Monotonicity and nonmonotonicity play a key role in studying the global convergence and the efficiency of iterative schemes employed in the field of nonlinear optimization, where globally convergent and computationally efficient schemes are explored. This paper addresses some features of descent schemes and the motivation behind nonmonotone strategies and investigates the efficiency of an Armijo-type line search equipped with some popular nonmonotone terms. More specifically, we propose two novel nonmonotone terms, combine them into Armijo’s rule and establish the global convergence of sequences generated by these schemes. Furthermore, we report extensive numerical results and comparisons indicating the performance of the nonmonotone Armijo-type line searches using the most popular search directions for solving unconstrained optimization problems. Finally, we exploit the considered nonmonotone schemes to solve an important inverse problem arising in signal and image processing.

Keywords: Unconstrained optimization , Armijo-type line search , Nonmonotone strategy , Global convergence , Computational efficiency , First- and second-order black-box information

Category 1: Nonlinear Optimization

Category 2: Nonlinear Optimization (Unconstrained Optimization )

Citation: Faculty of Mathematics, University of Vienna, (10.08.2014)

Download: [PDF]

Entry Submitted: 08/10/2014
Entry Accepted: 08/10/2014
Entry Last Modified: 08/20/2014

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