A new variant of the memory gradient method for unconstrained optimization

作者：Zheng Yue; Wan Zhongping^*

来源：Optimization Letters, 2012, 6(8): 1643-1655.

DOI：10.1007/s11590-011-0355-6

• Unconstrained optimization
• Memory gradient method
• Line search
• Global convergence
• Convergence rate

In this paper, we present a new memory gradient method such that the direction generated by this method provides a sufficient descent direction for the objective function at every iteration. Then, we analyze its global convergence under mild conditions and convergence rate for uniformly convex functions. Finally, we report some numerical results to show the efficiency of the proposed method.

• 出版日期2012-12
• 单位黄冈师范学院; 武汉大学