Abstract:

One of the widely used methods for solving large scale unconstrained optimization problems is the conjugate gradient method. In this paper, we propose a new nonlinear conjugate gradient method (CG), which satisfies the sufficient descent condition independent of any line search. We further establish global convergence theorem of the new  CG method. Finally, a large amount of numerical experiments are carried  out  and reported.  It shows that the proposed method has  an efficient computational performance.

Key words: unconstrained optimization, nonlinear conjugate gradient method, sufficient decent condition, global convergence