In this paper, a new class of three term memory gradient method with non-monotone line search technique for unconstrained optimization is presented. Global convergence properties of the new methods are discussed. Comb...In this paper, a new class of three term memory gradient method with non-monotone line search technique for unconstrained optimization is presented. Global convergence properties of the new methods are discussed. Combining the quasi-Newton method with the new method, the former is modified to have global convergence property. Numerical results show that the new algorithm is efficient.展开更多
In this article, a new descent memory gradient method without restarts is proposed for solving large scale unconstrained optimization problems. The method has the following attractive properties： 1） The search direc...In this article, a new descent memory gradient method without restarts is proposed for solving large scale unconstrained optimization problems. The method has the following attractive properties： 1） The search direction is always a sufficiently descent direction at every iteration without the line search used; 2） The search direction always satisfies the angle property, which is independent of the convexity of the objective function. Under mild conditions, the authors prove that the proposed method has global convergence, and its convergence rate is also investigated. The numerical results show that the new descent memory method is efficient for the given test problems.展开更多
文摘In this paper, a new class of three term memory gradient method with non-monotone line search technique for unconstrained optimization is presented. Global convergence properties of the new methods are discussed. Combining the quasi-Newton method with the new method, the former is modified to have global convergence property. Numerical results show that the new algorithm is efficient.
基金supported by the National Science Foundation of China under Grant No.70971076the Foundation of Shandong Provincial Education Department under Grant No.J10LA59
文摘In this article, a new descent memory gradient method without restarts is proposed for solving large scale unconstrained optimization problems. The method has the following attractive properties： 1） The search direction is always a sufficiently descent direction at every iteration without the line search used; 2） The search direction always satisfies the angle property, which is independent of the convexity of the objective function. Under mild conditions, the authors prove that the proposed method has global convergence, and its convergence rate is also investigated. The numerical results show that the new descent memory method is efficient for the given test problems.
