Abstract:

A new hybrid conjugate gradient formula for solving unconstrained optimization problem is proposed. The corresponding method can guarantee that the search directions are descent directions without any line search, and this algorithm with Wolfe-Powell line search is proved to be globally convergent. Preliminary numerical results show that the new hybrid conjugate gradient method is very efficient.

Key words: unconstrained optimization; hybrid conjugate gradient method; Wolfe-Powell line search; global convergence