A Hybrid Nonlinear Conjugate Gradient Method with Sufficient Descent Property

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In this paper, on the basis of the recently developed HZ (Hager-Zhang) method [SIAM J. Optim., 16 (2005), pp. 170-192], we propose a hybrid descent conjugate gradient method which reserves the sufficient descent property of the HZ method. Under suitable conditions, we prove the global convergence of the proposed method. Extensive numerical experiments show that the method is promising for the test problems from the CUTE library.

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943-949

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June 2011

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© 2011 Trans Tech Publications Ltd. All Rights Reserved

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