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A three-term conjugate gradient method with sufficient descent property. (Chinese. English summary) Zbl 1438.90341

Summary: In this paper, a three-term conjugate gradient method with two parameters is proposed, which has the following properties: 1) the presented method satisfies the conjugacy condition; 2) the method possesses the sufficient descent property; 3) the search direction of this method has a larger descent. Under mild conditions, the proposed method with strong Wolfe line search technique has been proved to be globally convergent. Some elementary numerical experiments are reported, which show that the proposed method is more effective than some other conjugate gradient methods for solving unconstrained optimization problems.

MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
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