New hybrid conjugate gradient method with global conver-gence properties under exact line search

Abstract

Conjugate Gradient (CG) method is a very useful technique for solving large-scale nonlinear optimization problems. In this paper, we propose a new formula for βk, which is a hybrid of PRP and WYL methods. This method possesses sufficient descent and global con-vergence properties when used with exact line search. Numerical results indicate that the new formula has higher efficiency compared with other classical CG methods.