Non monotone algorithms allow a possible increase of function values at certain iterations. This paper gives a suitable control on this increase to preserve the convergence properties of its monotone counterpart. A new efficient MultiLineal Search is also proposed for minimization algorithms. © 2006 International Federation for Information Processing.
CITATION STYLE
Garcia-Palomares, U. M. (2006). Non monotone algorithms for unconstrained minimization: Upper bounds on function values. IFIP International Federation for Information Processing, 199, 91–100. https://doi.org/10.1007/0-387-33006-2_9
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