New hybrid conjugate gradient method as a convex combination of LS and CD methods

Abstract

A new hybrid conjugate gradient algorithm is considered. The conjugate gradient parameter βkis computed as a convex combination of βCDkand βLSk. The parameter θkis computed in such a way that the conjugacy condition is satisfied. The strong Wolfe line search conditions are used. Numerical comparisons show that the present hybrid conjugate gradient algorithm often behaves better than some known algorithms.