A three-term conjugate gradient algorithm with quadratic convergence for unconstrained optimization problems (Q1720973)

Summary: This paper further studies the WYL conjugate gradient (CG) formula with \(\beta_k^{W Y L} \geq 0\) and presents a three-term WYL CG algorithm, which has the sufficiently descent property without any conditions. The global convergence and the linear convergence are proved; moreover the n-step quadratic convergence with a restart strategy is established if the initial step length is appropriately chosen. Numerical experiments for large-scale problems including the normal unconstrained optimization problems and the engineer problems (Benchmark Problems) show that the new algorithm is competitive with the other similar CG algorithms.