Nonmonotone spectral gradient method based on memoryless symmetric rank-one update for large-scale unconstrained optimization

• Main Authors: Hong, Seng Sim, Chuei, Yee Chen, Wah, June Leong, Jiao, Li
• Format: Article
• Published: American Institute of Mathematical Sciences 2021
• Online Access: http://psasir.upm.edu.my/id/eprint/94373/; https://www.aimsciences.org/article/doi/10.3934/jimo.2021143

This paper proposes a nonmonotone spectral gradient method for solving large-scale unconstrained optimization problems. The spectral parameter is derived from the eigenvalues of an optimally sized memoryless symmetric rank-one matrix obtained under the measure defined as a ratio of the determinant...