A new gradient method via quasi-Cauchy relation which guarantees descent
We propose a new monotone algorithm for unconstrained optimization in the frame of Barzilai and Borwein (BB) method and analyze the convergence properties of this new descent method. Motivated by the fact that BB method does not guarantee descent in the objective function at each iteration, but perf...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier BV
2009
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| Online Access: | http://psasir.upm.edu.my/id/eprint/12747/1/A%20new%20gradient%20method%20via%20quasi.pdf http://psasir.upm.edu.my/id/eprint/12747/ |
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| Institution: | Universiti Putra Malaysia |
| Language: | English |