Global convergence of new modified CG method with inexact line search

Volume 16 , Issue 2 , April 2014 , Pages 17-26

Authors

¹ Dept. of Mathematics, College of Education, University of Salahaddin

² Dept. of Mathematics, Faculty of Science and Education, School of Science, University of Sulaimani

The conjugate gradient (CG) method has played a special role in solving non-linear

unconstrained optimization problems due to the simplicity of their-iterations and their very low

memory requirements. In this paper we take a modified to the Dai-Yuan (DY) conjugate

gradient methods such that the direction generated by the modified method provides a descent

direction for the optimization function and establish some global convergence of the proposed

method. Numerical results effective and promising by comparing with CG method.

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