An adaptive nonmonotone line search technique for nonsmooth optimization
摘要
This paper introduces an Adaptive Nonmonotone Nonsmooth (ANN) optimization algorithm designed to address optimization challenges of varying scales. The proposed method extends the Zhang-Hager non-monotonic line search technique to nonsmooth functions, and establishes the algorithm’s global convergence theoretically. Key contributions include the introduction of non-monotonic descent directions and Armijo conditions, adaptive parameter control, and rigorous theoretical analysis. Numerical experiments demonstrate the algorithm’s effectiveness in solving nonsmooth optimization problems, particularly in high-dimensional settings.