Global Convergence of Supermemory Gradient Method

The unconstrained optimization problem was discussed.The steepest descent method,Newton method,nonlinear FR conjugate gradient method,nonlinear PRP conjugate gradient method,nonlinear DY conjugate gradient and etc,which are for the large scale unconstrained optimization problems,were described.Also discussed exact line search,Wolfe line search and Armijo line search.Super memory gradient method,which is one of the efficient methods for solving unconstrained optimization problems,was stressed in this article.A class of super memory gradient algorithm under the condition of Wolfe-type line search was presented.Its global convergence was also given under mild conditions.This will improve the efficiency of the unconstrained optimization algorithm and compare them with each other.