INVESTIGADORES
PILOTTA Elvio Angel
artículos
Título:
A Nonmonotone Coordinate Search Method for Bound Constrained Optimization
Autor/es:
FRAU, JOHANNA A.; PILOTTA, ELVIO A.
Revista:
Malaysian Journal of Mathematical Sciences
Editorial:
Institute for Mathematical Research
Referencias:
Año: 2020 vol. 14 p. 451 - 471
ISSN:
1823-8343
Resumen:
A new coordinate search method for bound constrained optimization isintroduced. The proposed algorithm employs coordinate directions, ina suitable way, with a nonmonotone line search for accepting the newpoint, without using derivatives of the objective function. The mainglobal convergence results are strongly based on the relationship betweenthe step length and a stationarity measure. Also, a detailed benchmarkstudy comparing dierent line search strategies is presented using a wellknown set of test problems.
