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A CLASS OF NONMONOTONE SPECTRAL MEMORY GRADIENT METHOD
Zhensheng Yu,Jinsong Zang,Jingzhao Liu 대한수학회 2010 대한수학회지 Vol.47 No.1
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.
A CLASS OF NONMONOTONE SPECTRAL MEMORY GRADIENT METHOD
Yu, Zhensheng,Zang, Jinsong,Liu, Jingzhao Korean Mathematical Society 2010 대한수학회지 Vol.47 No.1
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.