Convergence property and modifications of a memory gradient method

被引:1
|
作者
Shi, ZJ [1 ]
Shen, J
机构
[1] Qufu Normal Univ, Coll Operat Res & Management, Shandong 276826, Peoples R China
[2] Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, Beijing 100080, Peoples R China
[3] Univ Michigan, Dept Comp & Informat Sci, Dearborn, MI 48128 USA
基金
美国国家科学基金会;
关键词
unconstrained optimization; memory gradient method; exact line search; convergence;
D O I
10.1142/S0217595905000625
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study properties of a modified memory gradient method, including the global convergence and rate of convergence. Numerical results show that modified memory gradient methods are effective in solving large-scale minimization problems.
引用
收藏
页码:463 / 477
页数:15
相关论文
共 50 条