A Modified Conjugacy Condition and Related Nonlinear Conjugate Gradient Method

Abstract EN

The conjugate gradient (CG) method has played a special role in solving large-scale nonlinear optimization problems due to the simplicity of their very low memory requirements.

In this paper, we propose a new conjugacy condition which is similar to Dai-Liao (2001).

Based on this condition, the related nonlinear conjugate gradient method is given.

With some mild conditions, the given method is globally convergent under the strong Wolfe-Powell line search for general functions.

The numerical experiments show that the proposed method is very robust and efficient.