CONVERGENCE PROPERTY AND MODIFICATIONS OF A MEMORY GRADIENT METHOD

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.

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Year of publication:	2005
Authors:	SHI, ZHEN-JUN ; SHEN, JIE
Published in:	Asia-Pacific Journal of Operational Research (APJOR). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-7019. - Vol. 22.2005, 04, p. 463-477
Publisher:	World Scientific Publishing Co. Pte. Ltd.
Subject:	Unconstrained optimization \| memory gradient method \| exact line search \| convergence

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Extent:	application/pdf text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005080658