Notes on the Dai–Yuan–Yuan modified spectral gradient method

✍ Scribed by Yunhai Xiao; Qiuyu Wang; Dong Wang

• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 362 KB
• Volume: 234
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2010.04.012

✦ Synopsis

In this paper, we give some notes on the two modified spectral gradient methods which were developed in [10]. These notes present the relationship between their stepsize formulae and some new secant equations in the quasi-Newton method. In particular, we also introduce another two new choices of stepsize. By using an efficient nonmonotone line search technique, we propose some new spectral gradient methods. Under some mild conditions, we show that these proposed methods are globally convergent. Numerical experiments on a large number of test problems from the CUTEr library are also reported, which show that the efficiency of these proposed methods.