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A convergent hybrid three-term conjugate gradient method with sufficient descent property for unconstrained optimization. (English) Zbl 1492.90084

Summary: Conjugate gradient methods are very popular for solving large scale unconstrained optimization problems because of their simplicity to implement and low memory requirements. In this paper, we present a hybrid three-term conjugate gradient method with a direction that always satisfies the sufficient descent condition. We establish global convergence of the new method under the weak Wolfe line search conditions. We also report some numerical results of the proposed method compared to relevant methods in the literature.

MSC:

90C06 Large-scale problems in mathematical programming
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
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