| GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A NON-MONOTONE LINE SEARCH TECHNIQUE |
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| 作者姓名： | 孙清滢 |
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| 作者单位： | DepartmentofAppliedMathematics,UniversityofPetroleum,Dongying257061,China／／DepartmentofAppliedMathematics,DalianUniversityofTechnology,Dalian116024,China |
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| 摘 要： | In this paper, a new class of three term memory gradient method with nonmonotone 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.
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| 关 键 词： | 全局收敛 非线性规划 三项存储梯度法 非单调线性搜索 |
| 收稿时间： | 1 April 2002 |
GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A NON-MONOTONE LINE SEARCH TECHNIQUE |
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| Sun Qingying.GLOBAL CONVERGENCE RESULTS OF A THREE TERM MEMORY GRADIENT METHOD WITH A NON-MONOTONE LINE SEARCH TECHNIQUE[J].Acta Mathematica Scientia,2005,25(1):170-178. |
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| Authors: | Sun Qingying |
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| Institution: | 1. Department of Applied Mathematics, University of Petroleum, Dongying 257061, China;2. Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, China;1. Department of Microbiology, Weifang Center for Disease Control and Prevention, Weifang, 261061, China;2. Hubei Engineering Research Center of Viral Vector, Wuhan University of Bioengineering, Wuhan, 430415, China;3. Department of Respiratory Medicine, Weifang People’s Hospital, Weifang, 261061, China;4. Immunology Innovation Team, School of Medicine, Ningbo University, Ningbo, 315211, China |
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| Abstract: | In this paper, a new class of three term memory gradient method with nonmonotone 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. |
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| Keywords: | Non-linear programming three term memory gradient method convergence non-monotone line search technique numerical experiment |
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