Acta mathematica scientia,Series B ›› 2005, Vol. 25 ›› Issue (1): 170-178.

• Articles • Previous Articles     Next Articles

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

Sun Qingying   

  1. 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)

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

CLC Number: 

  • 90C30
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