An inexact and nonmonotone proximal method for smooth unconstrained minimization

• Autores: S. A. Santos, R. C. M. Silva
• Localización: Journal of computational and applied mathematics, ISSN 0377-0427, Vol. 269, Nº 1, 2014, págs. 86-100
• Idioma: inglés
• DOI: 10.1016/j.cam.2014.03.023
• Texto completo no disponible (Saber más ...)
• Resumen

  • An implementable proximal point algorithm is established for the smooth nonconvex unconstrained minimization problem. At each iteration, the algorithm minimizes approximately a general quadratic by a truncated strategy with step length control. The main contributions are: (i) a framework for updating the proximal parameter; (ii) inexact criteria for approximately solving the subproblems; (iii) a nonmonotone criterion for accepting the iterate. The global convergence analysis is presented, together with numerical results that validate and put into perspective the proposed approach.