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Convergence Property And Modifications Of A Memory Gradient Method

Author

Listed:
  • ZHEN-JUN SHI

    (College of Operations Research & Management, Qufu Normal University, Rizhao, Shandong 276826, China;
    Institute of Computational Mathematics and Scientific/Engineering Computing, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, P.O. Box 2719, Beijing 100080, China)

  • JIE SHEN

    (Department of Computer & Information Science, University of Michigan, Dearborn, MI 48128, USA)

Abstract

We study properties of a modified memory gradient method, including the global convergence and rate of convergence. Numerical results show that modified memory gradient methods are effective in solving large-scale minimization problems.

Suggested Citation

  • Zhen-Jun Shi & Jie Shen, 2005. "Convergence Property And Modifications Of A Memory Gradient Method," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 22(04), pages 463-477.
    • Handle: RePEc:wsi:apjorx:v:22:y:2005:i:04:n:s0217595905000625
    DOI: 10.1142/S0217595905000625
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