LAUSR

The nonlinear conjugate gradient (CG) algorithm is a very effective method for optimization, especially for large-scale problems, because of its low memory requirement and simplicity. Zhang et al. (IMA J. Numer. Anal. 26:629-649, 2006) firstly propose a three-term CG algorithm based on the well known Polak-Ribière-Polyak (PRP) formula for unconstrained optimization, where their method has the sufficient descent property without any line search technique. They proved the global convergence of the Armijo line search but this fails for the Wolfe line search technique. Inspired by their method, we will make a further study and give a modified three-term PRP CG algorithm. The presented method possesses the following features: (1) The sufficient descent property also holds without any line search technique; (2) the trust region property of the search direction is automatically satisfied; (3) the steplengh is bounded from below; (4) the global convergence will be established under the Wolfe line search. Numerical results show that the new algorithm is more effective than that of the normal method.