A memory gradient method with a new nonmonotone line search rule

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 e...

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Bibliographic Details
Published in2010 IEEE International Conference on Progress in Informatics and Computing Vol. 1; pp. 59 - 62
Main Authors Jingyong Tang, Yunhong Hu
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.12.2010
Subjects
Bandwidth
global convergence
memory gradient method
Nonlinear optics
nonmonotone Armijo line search
Optical distortion
Optical modulation
Phase modulation
Photonics
unconstrained optimization
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Summary: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.
ISBN:1424467888
9781424467884
DOI:10.1109/PIC.2010.5687399