Two Modified Three-Term Type Conjugate Gradient Methods and Their Global Convergence for Unconstrained Optimization

Abstract EN

Two modified three-term type conjugate gradient algorithms which satisfy both the descent condition and the Dai-Liao type conjugacy condition are presented for unconstrained optimization.

The first algorithm is a modification of the Hager and Zhang type algorithm in such a way that the search direction is descent and satisfies Dai-Liao’s type conjugacy condition.

The second simple three-term type conjugate gradient method can generate sufficient decent directions at every iteration; moreover, this property is independent of the steplength line search.

Also, the algorithms could be considered as a modification of the MBFGS method, but with different zk.

Under some mild conditions, the given methods are global convergence, which is independent of the Wolfe line search for general functions.

The numerical experiments show that the proposed methods are very robust and efficient.