Convergence of PRP method with new nonmonotone line search

摘要

In this paper, we develop a new nonmonotone line search for PRP conjugate gradient method (Polak–Ribiére–Polyak) for minimizing functions having Lipschitz continuous partial derivatives. The nonmonotone line search can guarantee the global convergence of original PRP method under some mild conditions. Numerical experiments show that PRP method with the new nonmonotone line search is available and efficient in practical computation.