Memory gradient methods are used for unconstrained optimization, especially large scale problems. They were first proposed by Miele and Cantrell (1969) and Cragg and Levy (1969). Recently Narushima and Yabe (2006) proposed a new memory gradient method which generates a descent search direction for the objective function at every iteration and converges globally to the solution if the Wolfe conditions are satisfied within the line search strategy. In this paper, we propose a nonmonotone memory gradient method based on this work. We show that our method converges globally to the solution. Our numerical results show that the proposed method is efficient for some standard test problems if we choose a parameter included in the method suitably.
|ジャーナル||Journal of the Operations Research Society of Japan|
|出版ステータス||Published - 2007 3月|
ASJC Scopus subject areas
- 経営科学およびオペレーションズ リサーチ