Nonmonotone second-order Wolfes line search method for unconstrained optimization problems ?
In this paper, we present a new algorithm using the nonmonotone second-order Wolfes line search. By using the negative curvature information from the Hessian, we prove that the generated sequence converges to the stationary points that satisfy the second-order optimality conditions. We also report numerical results which show the efficiency and robustness of the proposed method.
nonmonotone wolfes line search unconstrained optimization second-order line search descent pair