Abstract
In this paper, we present a general scheme for bundle-type algorithms which includes a nonmonotone line search procedure and for which global convergence can be proved. Some numerical examples are reported, showing that the nonmonotonicity can be beneficial from a computational point of view.
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Communicated by G. Di Pillo
This work was partially supported by the National Research Program on “Metodi di ottimizzazione per le decisioni,” Ministero dell' Universitá e della Ricerca Scientifica e Tecnologica and by ASI: Agenzia Spaziale Italiana.
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Facchinei, F., Lucidi, S. Nonmonotone bundle-type scheme for convex nonsmooth minimization. J Optim Theory Appl 76, 241–257 (1993). https://doi.org/10.1007/BF00939607
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DOI: https://doi.org/10.1007/BF00939607