TITLE:
A Nonmonotone Line Search Method for Regression Analysis
AUTHORS:
Gonglin Yuan, Zengxin Wei
KEYWORDS:
regression analysis, fitting method, optimization, nonmonotone, global convergence
JOURNAL NAME:
Journal of Service Science and Management,
Vol.2 No.1,
March
21,
2009
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.