本文研究了无约束优化问题.利用当前和前面迭代点的信息产生下降方向以及Armijo线性搜索确定步长,得到了一类新的记忆梯度法.在较弱条件下证明了算法具有全局收敛性和线性收敛速率.数值试验表明算法是有效的.
In this article,the unconstrained optimization problem is concerned.By using the current and previous iterative information and applying Armijo linear search,a new memory gradient method is presented.Meanwhile,we generate a descending direction and deflne the step-size.The global convergence and linear convergence rate are proved under some mild conditions.Numerical experiments show that the new method is efficient in practical computation.