Global convergence of new modified CG method with inexact line search


1 Latif S. Ivan, 2 Mohammed J. Lajan
1 Dept. of Mathematics, College of Education, University of Salahaddin, 2 Dept. of Mathematics, Faculty of Science and Education, School of Science, University of Sulaimani



Abstract:
The conjugate gradient (CG) method has played a special role in solving non-linear
unconstrained optimization problems due to the simplicity of their-iterations and their very low
memory requirements. In this paper we take a modified to the Dai-Yuan (DY) conjugate
gradient methods such that the direction generated by the modified method provides a descent
direction for the optimization function and establish some global convergence of the proposed
method. Numerical results effective and promising by comparing with CG method.

Key words: Unconstrained optimization; general line search method; conjugate gradient method
(CG); inexact line search; global convergence



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