A new class of Conjugate Gradient Methods with extended Nonmonotone Line Search
نویسندگان
چکیده
In this paper, we propose a new nonlinear conjugate gradient method for large-scale unconstrain optimization which possesses the following properties:(i)the sufficient descent condition −g k dk ≥ 7 8 ‖gk‖ 2 holds without any line searches;(ii)With exact line search, this method reduces to a nonlinear version of the Liu-Storey conjugate gradient scheme.(iii)Under some assumption, global convergence of this method is proved with a new nonmonotone line search.Preliminary numerical results show that this method is very efficient.
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