Author(s)

Xiangrong Li, Xupei Zhao

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A hybrid method of the Polak-Ribière-Polyak (PRP) method and the Wei-Yao-Liu (WYL) method is proposed for unconstrained optimization pro- blems, which possesses the following properties: i) This method inherits an important property of the well known PRP 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; ii) The scalar holds automatically; iii) The global convergence with some line search rule is established for nonconvex functions. Numerical results show that the method is effective for the test problems.

Line Search; Unconstrained Optimization; Conjugate Gradient Method; Global Convergence

Li, X. and Zhao, X. (2011) A hybrid conjugate gradient method for optimization problems. Natural Science, 3, 85-90. doi: 10.4236/ns.2011.31012.