A New Three-Term Preconditioned Gradient memory Algorithm for Nonlinear Optimization Problems

Abstract

In the present study, we proposed a three-term of preconditioned gradient memory algorithms to solve a nonlinear optimization problem. The new algorithm subsumes some other families of nonlinear preconditioned gradient memory algorithms as its subfamilies with Powell's Restart Criterion and inexact Armijo line searches. Numerical experiments on twenty one well-known test functions with various dimensions generally encouraged and showed that the new algorithm was more stable and efficient in comparison with the standard three-term CG- algorithm.