Strong global convergence of an adaptive nonmonotone memory gradient method (Q870222)

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scientific article; zbMATH DE number 5132956
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Strong global convergence of an adaptive nonmonotone memory gradient method
scientific article; zbMATH DE number 5132956

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    Strong global convergence of an adaptive nonmonotone memory gradient method (English)
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    12 March 2007
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    This article presents an iterative gradient method to optimize an unconstrained problem of a continuously differentiable function. The article begins with a short introduction which outlines the necessary background information. In section~2 by the main details of a non-monotone memory gradient algorithm. In the proposed algorithm, the stepsize of the method can be adjusted accordingly to the characteristics of the objective function. The article concludes with a study of global convergence of the presented algorithm and a series of numeric tests.
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    unconstrained optimization
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    memory gradient method
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    adaptive nonmonotone technique
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    global convergence
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    numerical examples
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    algorithm
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