A new family of conjugate gradient methods

In this paper we develop a new class of conjugate gradient methods for unconstrained optimization problems. A new nonmonotone line search technique is proposed to guarantee the global convergence of these conjugate gradient methods under some mild conditions. In particular, Polak–Ribiére–Polyak and Liu–Storey conjugate gradient methods are special cases of the new class of conjugate gradient methods. By estimating the local Lipschitz constant of...