AN IMPROVED DESCENT CONJUGATE GRADIENT METHOD AND ITS CONVERGENCE
MIN SUN, JING LIU
Recently, a new family of conjugate gradient methods with a Grippo-Lucidi type step length rule is proposed by Shi and Guo [A new family of conjugate gradient methods. Journal of Computational and Applied Mathematics, 2009, 224:444-457]. In this paper, we improve Shi and Guo’s method by adopting an improved Grippo-Lucidi type step length rule, and the improvement is twofold: (1) We drop the local Lipschitz constant in the step length, which is beyond the problem data and has to be further estimated; (2) The search direction