Grippo, L.; Rinaldi, F. - In: Computational Optimization and Applications 60 (2015) 1, pp. 1-33
In this paper we study a class of derivative-free unconstrained minimization algorithms employing nonmonotone inexact linesearch techniques along a set of suitable search directions. In particular, we define globally convergent nonmonotone versions of some well-known derivative-free methods and...