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A Hybrid Conjugate Gradient Method with Trust Region for Large-Scale Unconstrained Optimization Problems
A. P. Byengonzi, P. Kaelo, M. Koorapetse and P. Mtagulwa

Ann. Appl. Math. DOI: 10.4208/aam.OA-2024-0019

Publication Date : 2025-03-26

  • Abstract

In this work, we modify a conjugate gradient (CG) method  recently proposed in the literature, where a PRP conjugate gradient method is modified using trust region. Particularly, we propose a hybrid CG method that incorporates the parameters $\beta^{PRP}$, $\beta^{FR}$ and $\beta^{CD}$, and this new search direction satisfies both the trust region feature and the sufficient descent conditions. Furthermore, under suitable conditions the developed method is proved to be globally convergent. The method is tested on some benchmark problems from the literature and numerical results show that it is quite efficient in solving large scale problems.

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