Faculty of Mechanical Engineering

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Subject: search.filters.subject.nonmonotone line search

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    New Derivative-free Nonmonotone Line Search Methods for Unconstrained Minimization
    (2013)
    Nikolovski, Filip
    ;
    Two new derivative-free nonmonotone line search methods for unconstrained optimization are proposed and analyzed. Convergence is established under standard conditions. Numerical results show good performance of the proposed methods.
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    A Line Search Method with Memory for Unconstrained Optimization of Noisy Functions
    (Union of Mathematicians of Macedonia, 2015)
    Natasa Krejic
    ;
    Zorana Luzanin
    ;
    Nikolovski, Filip
    ;
    We propose a new line search method for unconstrained optimization of noisy functions. The nonmonotone line search rule is based on Ulbrich’s nonmonotone component [SIAM J. on Optimiz., 11 (4) (2001), 889–917]. The method uses only nosy functional values. Convergence under standard assumptions is established. Computational results show a good performance of the method compared with the monotone one.