| Article ID: | iaor20127289 |
| Volume: | 6 |
| Issue: | 8 |
| Start Page Number: | 1643 |
| End Page Number: | 1655 |
| Publication Date: | Dec 2012 |
| Journal: | Optimization Letters |
| Authors: | Zheng Yue, Wan Zhongping |
| Keywords: | heuristics |
In this paper, we present a new memory gradient method such that the direction generated by this method provides a sufficient descent direction for the objective function at every iteration. Then, we analyze its global convergence under mild conditions and convergence rate for uniformly convex functions. Finally, we report some numerical results to show the efficiency of the proposed method.