A descent modified Hager-Zhang conjugate gradient method and its global convergence

In this paper, based on the memoryless BFGS quasi-Newton method, we propose a new modified Hager-Zhang (HZ) type method. An attractive property of the proposed method is that the direction generated by the method is always a descent direction for the objective function. Moreover, if the exact line search is used, the new method reduces to the ordinary HS method. Under appropriate conditions, we show that the modified HZ method is globally convergent for convex and general functions. Numerical results are also reported.

Abstract licence: CC BY

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