Generalized Dai-Yuan Nonlinear Conjugate Gradient Method For Unconstrained Optimization

In this paper we generalize the Dai-Yuan nonlinear conjugate gradient (DYCG) method to the threeterm conjugate gradient (TDY) method, the derivation of the method based on the pure conjugacy condition. The global convergence is proved with Wolfe line search. Numerical experiments are reported and show the presented method outperforming some other three-term CG methods.