An effective new iterative CG-method to solve unconstrained non-linear optimization issues

Abstract

In this paper, we proposed a matrix-free double-search direction based on the updated parameter file of the double-search direction with a new mathematical formula for the gamma parameter. When comparing the numerical results of this algorithm with the standard (HWY) algorithm which given by Halilu, Waziri and Yusuf in 2020. We get very robust numerical results. The proposed algorithm is devoid of derivatives to solve large-scale non-linear problems by combining two search directions in one search direction. We demonstrated the overall convergence of the proposed algorithm under certain conditions. The numerical results presented in this paper show that the new search direction is useful for solving widespread non-linear test problems.