A new subspace minimization conjugate gradient method based on modified secant equation for unconstrained optimization

In this paper, a new subspace minimization conjugate gradient method based on modified secant equation is proposed and analyzed. For a classical subspace minimization conjugate gradient method, the search direction is derived by minimizing an approximate quadratic model of objective function in a two-dimensional subspace. Generally, the approximate Hessian matrix in the above quadratic model is required to satisfy the standard secant equation,...