Title :
A memory gradient method with a new nonmonotone line search rule
Author :
Tang, Jingyong ; Hu, Yunhong
Author_Institution :
Coll. of Math. & Inf. Sci., Xinyang Normal Univ., Xinyang, China
Abstract :
Based on nonmonotone Armijo line search, the paper proposes a new nonmonotone line search and investigates a memory gradient method with this line search. Its global convergence is also proved under some mild conditions. As compared with nonmonotone Armijo rule, the new nonmonotone line search can effectively reduce the function evaluations by choosing a larger accepted stepsize at each iteration so as to reduce the computation of algorithm.
Keywords :
gradient methods; Armijo line search; memory gradient method; new nonmonotone line search rule; Bandwidth; Nonlinear optics; Optical distortion; Optical modulation; Phase modulation; Photonics; global convergence; memory gradient method; nonmonotone Armijo line search; unconstrained optimization;
Conference_Titel :
Progress in Informatics and Computing (PIC), 2010 IEEE International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-6788-4
DOI :
10.1109/PIC.2010.5687399