Mathematica Eterna
Open Access

Abstract

A New Nonmonotone Memory Gradient Method for Unconstrained Optimization

Zixing Rong and Ke Su

In this paper, we introduced a new nonmonotone line search technique, and then we proposed a modified nonmonotone memory gradient method, where we replace the Armijo monotone line search by the new nonmonotone line search technique. theoretical analysis and numerical results indicate our algorithm have some advantages. what is more, we prove the global convergence of the algorithm, in the end numerical results obtained for a set of standard test problems are reported which indicate that the proposed methods is highly effective if we choose a good parameter in the method