A monotone gradient method via weak secant equation for unconstrained optimization

In this paper we present a new algorithm of steepest descent type. A new technique for steplength computation and a monotone strategy are provided in the framework of the Barzilai and Borwein method. In contrast with Barzilai and Borwein approach's in which the steplength is computed by means o...

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Bibliographic Details
Main Authors: Leong, Wah June, Abu Hassan, Malik, Farid, Mahboubeh
Format: Article
Language:English
Published: Mathematical Society of the Republic of China (Taiwan) 2010
Online Access:http://psasir.upm.edu.my/id/eprint/17677/
http://psasir.upm.edu.my/id/eprint/17677/1/A%20monotone%20gradient%20method%20via%20weak%20secant%20equation%20for%20unconstrained%20optimization.pdf