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2021 • Journal Article

A generalized worst-case complexity analysis for non-monotone line searches

Authors:
Nunes Grapiglia, Geovani , Sachs, E.W.
Published in:
Numerical Algorithms

Volume: 87 • Pages: 779-796

We study the worst-case complexity of a non-monotone line search framework that covers a wide variety of known techniques published in the literature. In this framework, the non-monotonicity is controlled by a sequence of nonnegative parameters. We obtain complexity bounds to achieve approximate first-order optimality even when this sequence is not summable.

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