A TRUNCATED NEWTON METHOD WITH NONMONOTONE LINE SEARCH FOR UNCONSTRAINED OPTIMIZATION

In this paper, an unconstrained minimization algorithm is defined in which a nonmonotone line search technique is employed in association with a truncated Newton algorithm. Numerical results obtained for a set of standard test problems are reported which indicate that the proposed algorithm is highly effective in the solution of illconditioned as well as of large dimensional problems. © 1989 Plenum Publishing Corporation