New hybrid conjugate gradient methods with the generalized Wolfe line search

Springerplus. 2016 Jun 24;5(1):881. doi: 10.1186/s40064-016-2522-9. eCollection 2016.

Abstract

The conjugate gradient method was an efficient technique for solving the unconstrained optimization problem. In this paper, we made a linear combination with parameters β k of the DY method and the HS method, and putted forward the hybrid method of DY and HS. We also proposed the hybrid of FR and PRP by the same mean. Additionally, to present the two hybrid methods, we promoted the Wolfe line search respectively to compute the step size α k of the two hybrid methods. With the new Wolfe line search, the two hybrid methods had descent property and global convergence property of the two hybrid methods that can also be proved.

Keywords: Conjugate gradient; Descent property; Global convergence; Line search; Unconstrained optimization.