A new hybrid conjugate gradient algorithm for unconstrained optimization with inexact line search

Fanar N. Jardow (University of Mosul)
Ghada M. Al-Naemi (Univrsity of Mosul)

Indonesian Journal of Electrical Engineering and Computer Science
Vol 20, No 2: November 2020

Many researchers are interested for developed and improved the conjugate gradient method for solving large scale unconstrained optimization problems. In this work a new parameter  will be presented as a convex combination between RMIL and MMWU. The suggestion method always produces a descent search direction at each iteration. Under strong wolfe powell (SWP) line search conditions, the global convergence of the proposed method is established. The preliminary numerical comparisons with some others CG methods have shown that this new method is efficient and robust in solving all given problems.