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.
