A Novel Conjugate Gradient Method Under Wolfe Line Search and Its Application
Considering the unconstrained optimization problem,a new conjugate gradient method named NYHS conjugate gradient method is proposed in this paper.The descent property and global convergence of the method are proved under the standard Wolfe line search.The algorithm proposed in this paper is applied to two experiments in signal processing,namely image restoration and regularized logistic regression model.The results demonstrate the effectiveness of the proposed method.