J4 ›› 2010, Vol. 48 ›› Issue (03): 396-400.

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A SuperMemory Gradient Method with Wolfe Linear Search Rule and Its Convergence

TANG Jingyong1,2, DONG Li1   

  1. 1. College of Mathematics and Information Science, Xinyang Normal University, Xinyang 464000, Henan Province, China;
    2. Department of Mathematics, Shanghai Jiaotong University, Shanghai 200240, China
  • Received:2009-06-26 Online:2010-05-26 Published:2010-05-19
  • Contact: TANG Jingyong E-mail:tangjingyong@tom.com

Abstract:

A new supermemory gradient method for unconstrained optimization problems was presented. The globe convergence and linear convergence rate were proved under some mild conditions. Numerical experiments show that the method is efficient in practical coputation.

Key words: unconstrained optimization, supermemory gradient method, global convergence, linear convergence rate

CLC Number: 

  • O221.2