A MODIFIED DAI-YUAN CONJUGATE GRADIENT METHODS AND ITS GLOBAL CONVERGENCE

Abstract

Based on the conjugacy condition often which is satisfy by quasi-Newton method, the new version of DY nonlinear conjugate gradient method is proposed, which is descent methods even with inexact line searches. The search direction of the proposed method has the form . When exact line search is used, the proposed method reduce to the standard DY method. Convergence properties of the proposed method is discussed. Numerical results are reported.