A modified Wei–Yao–Liu conjugate gradient method for unconstrained optimization

摘要

In this paper, we give a modified Wei–Yao–Liu conjugate gradient method (Wei et al., 2006 [18]), which will reduce to the original Wei–Yao–Liu method, and possess the sufficient descent property without any line search. Furthermore, we prove that the presented method is globally convergent for nonconvex functions with the weak Wolfe–Powell line search. In a similar way, we also extend these results to the modified Liu–Storey method. Preliminary numerical results show that the proposed methods are effective for the given test problems.