A conjugate gradient method with descent direction for unconstrained optimization (Q732160)

The authors give a modified conjugate gradient method with the Wolfe-Powell rule for unconstrained optimization problems. This method has the following properties: (i) The sufficient descent property is satisfied without any line search; (ii) The search direction will be in a trust region automatically; (iii) The Zoutendijk condition holds for the Wolfe-Powell line search technique; (iv) This method inherits an important property of the well-known Polak-Ribiere-Polyak method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, preventing a sequence of tiny steps from happening. The global convergence is established and the linearly convergent rate of the given method is established for convex functions. Numerical results show that this method is interesting.