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http://dx.doi.org/10.4134/JKMS.2010.47.1.063

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)
Publication Information
Journal of the Korean Mathematical Society / v.47, no.1, 2010 , pp. 63-70 More about this Journal
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.
Keywords
unconstrained optimization; spectral memory gradient method; nonmonotone technique; global convergence;
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