Journal of the Korean Mathematical Society (대한수학회지)

Korean Mathematical Society (대한수학회)
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A CLASS OF NONMONOTONE SPECTRAL MEMORY GRADIENT METHOD

  • Yu, Zhensheng (College of Science University of Shanghai for Science and Technology) ;
  • Zang, Jinsong (Modern Teaching Center University of Shanghai for Science and Technology) ;
  • Liu, Jingzhao (Editorial Department of Journal of Qufu Normal University)
  • Published : 2010.01.01
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Abstract

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.

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References

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