A new descent memory gradient method and its global convergence

作者：Sun Min^*; Bai Qingguo

来源：Journal of Systems Science and Complexity, 2011, 24(4): 784-794.

DOI：10.1007/s11424-011-8150-0

• Global convergence
• memory gradient method
• sufficiently descent

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.

• 出版日期2011-8
• 单位枣庄学院