A new class of conjugate gradient methods for unconstrained smooth optimization and absolute value equations

Abstract

In this paper, we introduce a new three-term conjugate gradient (NTTCG) method to solve unconstrained smooth optimization problems. NTTCG is based on conjugate gradient methods proposed by Dai and Yuan (SIAM J Optim 10:177–182, 1999) and Polak and Ribiere (Rev Francaise Inform Rech Oper 3(16):35–43, 1969). The descent property of the direction generated by NTTCG in each iteration is established. Under some standard assumptions, the global convergence results of the new methods are investigated. The extension of this algorithm is proposed to solve absolute value equations (AVE), called three-term conjugate subgradient (NTTCS) method. Numerical experiments are reported for unconstrained CUTEst problems and AVE.