Global Convergence of the Non-Quasi-Newton Method with Non-Monotone Line Search for Unconstrained Optimization Problem

Abstract In this paper, non-monotone line search procedure is studied, which is combined with the non-quasi-Newton family. Under the uniformly convexity assumption on objective function, the global and superlinear convergence of the non-quasi-Newton family with the proposed non-monotone line search is proved under suitable conditions