Wolfe-Powell下的记忆梯度算法

A new parameter of memory gradient method

提出了一种记忆梯度法的主要参数d_k的新形式,分析了该算法在Wplfe-Powell搜索下的全局收敛性,适合解决大型优化问题。

In this paper, a new formula of main parameter dk of memroy gradient method is proposed,and is analyzed the global convergence and convergence rate of this method with Wolfe-Powell line search rule. Numerical results show that the new method is efficient, and it can be used in large scale optimization problems.