A modified conjugate gradient method based on a modified secant equation

Document Type: Research Paper

Authors

Department of Mathematics, Faculty of Science, Razi University, Kermanshah, Iran

10.22124/jmm.2019.14807.1343

Abstract

Quasi-Newton methods are one of the popular iterative schemes to solve unconstrained optimization problems. The high convergence rate and excellent precision are two prominent characteristics of the quasi-Newton methods. In this paper, according to the preferable properties of a modified secant condition, a modified conjugate gradient method is introduced. The new algorithm satisfies the sufficient descent property independent of the line search. The convergence properties of the proposed algorithm are investigated both for uniformly convex and general functions. Numerical experiments show the superiority of the proposed method.

Keywords