Global Convergence of a Memory Gradient Method with Nonmonotone Technique for Unconstrained Optimization
Qian Chen · Journal of Shanghai Second Polytechnic University · 2007
The technique of nonmonotone line search has received many successful applications and extensions since it was applied in the nonlinear optimization and the memory gradient method is often used for unconstrained optimization,especially large scale problems.This paper combines the memory gradient method and the nonmonotone wolfe line search and the global convergence is obtained.