A modification of steepest descent method for solving large-scaled unconstrained optimization problems

In this paper, we develop a new search direction for Steepest Descent (SD) method by replacing previous search direction from Conjugate Gradient (CG) method, , with gradient from the previous step, for solving large-scale optimization problem. We also used one of the conjugate coefficient as a coefficient for matrix . Under some reasonable assumptions, we prove that the proposed method with exact line search satisfies descent property and...