A new descent memory gradient method and its global convergence |
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Authors: | Min Sun Qingguo Bai |
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Institution: | 1. Department of Mathematics and Information Science, Zaozhuang University, Zaozhuang, 277160, China 2. School of Management, Qufu Normal University, Rizhao, 276826, China
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Abstract: | In this article, a new descent memory gradient method without restarts is proposed for solving large scale unconstrained optimization problems. The method has the following attractive properties: 1) The search direction is always a sufficiently descent direction at every iteration without the line search used; 2) The search direction always satisfies the angle property, which is independent of the convexity of the objective function. Under mild conditions, the authors prove that the proposed method has global convergence, and its convergence rate is also investigated. The numerical results show that the new descent memory method is efficient for the given test problems. |
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