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A New Method for Unconstrained Optimization Problem

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  • Zhiguang Zhang

Abstract

This paper presents a new memory gradient method for unconstrained optimization problems. This method makes use of the current and previous multi-step iteration information to generate a new iteration and add the freedom of some parameters. Therefore it is suitable to solve large scale unconstrained optimization problems. The global convergence is proved under some mild conditions. Numerical experiments show the algorithm is efficient in many situations.

Suggested Citation

  • Zhiguang Zhang, 2010. "A New Method for Unconstrained Optimization Problem," Modern Applied Science, Canadian Center of Science and Education, vol. 4(10), pages 133-133, October.
    • Handle: RePEc:ibn:masjnl:v:4:y:2010:i:10:p:133
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    References listed on IDEAS

    as
    1. Z. J. Shi & J. Shen, 2005. "New Inexact Line Search Method for Unconstrained Optimization," Journal of Optimization Theory and Applications, Springer, vol. 127(2), pages 425-446, November.
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    More about this item

    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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