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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Bibliographic Details
Main Authors: Abu Hassan, Malik, Leong, Wah June, Farid, Mahboubeh
Format: Article
Language:English
Published: Elsevier BV 2009
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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