A convergent hybrid three-term conjugate gradient method with sufficient descent property for unconstrained optimization

Abstract

Conjugate gradient methods are very popular for solving large scale unconstrained optimization problems because of their simplicity to implement and low memory requirements. In this paper, we present a hybrid three-term conjugate gradient method with a direction that always satisfies the sufficient descent condition. We establish global convergence of the new method under the weak Wolfe line search conditions. We also report some numerical results of the proposed method compared to relevant methods in the literature.

Keywords

• conjugate gradient
• global convergence
• sufficient descent
• weak wolfe line search
• 90c06
• 90c30
• 65k05