A Modified Three-Term Type CD Conjugate Gradient Algorithm for Unconstrained Optimization Problems

Abstract EN

Conjugate gradient methods are well-known methods which are widely applied in many practical fields.

CD conjugate gradient method is one of the classical types.

In this paper, a modified three-term type CD conjugate gradient algorithm is proposed.

Some good features are presented as follows: (i) A modified three-term type CD conjugate gradient formula is presented.

(ii) The given algorithm possesses sufficient descent property and trust region property.

(iii) The algorithm has global convergence with the modified weak Wolfe–Powell (MWWP) line search technique and projection technique for general function.

The new algorithm has made great progress in numerical experiments.

It shows that the modified three-term type CD conjugate gradient method is more competitive than the classical CD conjugate gradient method.