Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

CONVERGENCE OF SUPERMEMORY GRADIENT METHOD

  • Shi, Zhen-Jun (College of Operaions research and Management, Qufu Normal University) ;
  • Shen, Jie (Department of Computer & Information Science, University of Michigan-Dearborn)
  • Published : 2007.05.31

⟨ Previous Next ⟩

Abstract

In this paper we consider the global convergence of a new super memory gradient method for unconstrained optimization problems. New trust region radius is proposed to make the new method converge stably and averagely, and it will be suitable to solve large scale minimization problems. Some global convergence results are obtained under some mild conditions. Numerical results show that this new method is effective and stable in practical computation.

Keywords