A nonmonotone line search method and its convergence for unconstrained optimization

摘要

In this paper, by using a forcing function and the reverse modulus of continuity of gradient, we propose a generalization and development of the nonmonotone line search method for unconstrained optimization problems. The global convergence property of the new method is established under some reasonable conditions that are weaker than those of the existing nonmonotone line search methods. Furthermore, the proof of convergence is simpler than other methods.