Another Three-Term Conjugate Gradient Method Close to the Memoryless BFGS for Large-Scale Unconstrained Optimization Problems

In this paper, we propose a new three term conjugate gradient method, in which the search direction is close to the direction in the memoryless BFGS method. The global convergence of the method is established under a modified Wolfe line search. Results of numerical experiments presented confirm that the three term method is effective and superior to some other conjugate gradient methods if the standard Wolfe line search strategy is used....