On memory gradient method with trust region for unconstrained optimization (Q2492798)
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scientific article; zbMATH DE number 5032534
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| English | On memory gradient method with trust region for unconstrained optimization |
scientific article; zbMATH DE number 5032534 |
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On memory gradient method with trust region for unconstrained optimization (English)
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14 June 2006
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The authors propose an algorithm to find a minimizer of a continuously differentiable unconstrained function and design an implementable version of the method analyzing its global convergence under weak conditions. The method combines line search methods and trust region methods to generate the new iterate points and sufficiently uses the previous multi-step iterative informations constructing the new iterative point from the previous \(m\)-step and hence an \(m\)-step memory gradient technique. Numerical results on test functions are presented.
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unconstrained optimization
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memory gradient method
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global convergence
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line search methods
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trust region methods
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numerical results
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