A Mixed Conjugate Gradient Method for Unconstrained Optimization Problem

Abstract

In this paper, we propose a mixed conjugate gradient method for unconstrained optimization problem based on the HS method and DY method. The new method has taken advantages of two methods. The global convergence of the mixed conjugate gradient method is proved under the Wolfe line search which is no need for the descent condition. The numerical experimental results on some classical problems show that the new method is efficient.