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A Nonmonotone Line Search Method for Regression Analysis

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DOI: 10.4236/jssm.2009.21005    3,996 Downloads   7,825 Views   Citations

ABSTRACT

In this paper, we propose a nonmonotone line search combining with the search direction (G. L. Yuan and Z. X.Wei, New Line Search Methods for Unconstrained Optimization, Journal of the Korean Statistical Society, 38(2009), pp. 29-39.) for regression problems. The global convergence of the given method will be established under suitable conditions. Numerical results show that the presented algorithm is more competitive than the normal methods.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

G. Yuan and Z. Wei, "A Nonmonotone Line Search Method for Regression Analysis," Journal of Service Science and Management, Vol. 2 No. 1, 2009, pp. 36-42. doi: 10.4236/jssm.2009.21005.

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