GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A NON-MONOTONE LINE SEARCH TECHNIQU

数学物理学报(英文版) ›› 2005, Vol. 25 ›› Issue (1): 170-178.

GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A NON-MONOTONE LINE SEARCH TECHNIQU

孙清滢

Department |of Applied Mathematics, University of Petroleum, Dongying 257061, China
Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, China

出版日期:2005-01-20 发布日期:2005-01-20
基金资助:
This work is supported by the National Natural Science Foundation of China (10171055)

GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A
NON-MONOTONE LINE SEARCH TECHNIQU

Sun Qingying

Department |of Applied Mathematics, University of Petroleum, Dongying 257061, China
Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, China

Online:2005-01-20 Published:2005-01-20
Supported by:
This work is supported by the National Natural Science Foundation of China (10171055)

摘要/Abstract

摘要：

In this paper, a new class of three term memory gradient method with non-monotone line search technique for unconstrained optimization is presented. Global convergence properties of the new methods are discussed. Combining the quasi-Newton method with the new method, the former is modified to have global convergence property. Numerical results show that the new algorithm is efficient.

关键词: Non-linear programming, three term memory gradient method, convergence; non-monotone line search technique, numerical experiment

Abstract:

In this paper, a new class of three term memory gradient method with non-monotone line search technique for unconstrained optimization is presented. Global convergence properties of the new methods are
discussed. Combining the quasi-Newton method with the new method, the former is modified to have global convergence property. Numerical results show that the new algorithm is efficient.

Key words: Non-linear programming, three term memory gradient method, convergence; non-monotone line search technique, numerical experiment

中图分类号:

90C30

孙清滢. GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A NON-MONOTONE LINE SEARCH TECHNIQU[J]. 数学物理学报(英文版), 2005, 25(1): 170-178.

SUN Qing-Ying. GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A
NON-MONOTONE LINE SEARCH TECHNIQU[J]. Acta mathematica scientia,Series B, 2005, 25(1): 170-178.

GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A NON-MONOTONE LINE SEARCH TECHNIQU

GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A
NON-MONOTONE LINE SEARCH TECHNIQU

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