A CLASS OF NONMONOTONE SPECTRAL MEMORY GRADIENT METHOD

A CLASS OF NONMONOTONE SPECTRAL MEMORY GRADIENT METHOD

In this paper, we develop a nonmonotone spectral memory gradient method for unconstrained optimization, where the spectral stepsize and a class of memory gradient direction are combined efficiently. The global convergence is obtained by using a nonmonotone line search strategy and the numerical test...

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Veröffentlicht in:Journal of the Korean Mathematical Society 2010, 47(1), , pp.63-70
Hauptverfasser: Yu, Zhensheng, Zang, Jinsong, Liu, Jingzhao
Format: Artikel
Sprache:eng
Schlagworte:
수학
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Zusammenfassung:In this paper, we develop a nonmonotone spectral memory gradient method for unconstrained optimization, where the spectral stepsize and a class of memory gradient direction are combined efficiently. The global convergence is obtained by using a nonmonotone line search strategy and the numerical tests are also given to show the efficiency of the proposed algorithm. KCI Citation Count: 1
ISSN:0304-9914
2234-3008
DOI:10.4134/JKMS.2010.47.1.063