Global Convergence Properties of A New Conjugate Gradient Method for Unconstrained Optimization

摘要

A new conjugate gradient method for solving unconstrained optimization problems is proposed, and which has the sufficient descent property with the strong Wolfe line search. Under the exact line search and the strong Wolfe Powell line search, the global convergence properties of the given method are discussed respectively. The numerical results show that this method is promising for the given test problems from [8].