AL-Rafidain Journal of Computer Sciences and Mathematics

In this paper, we investigated of a new self-scaling by use quasi-Newton method and conjugate gradient method. The new algorithm satisfies a quasi-newton condition and mutually conjugate, and practically proved its efficiency when compared with the well-known algorithms in this domain, by depending on efficiency measure, number of function, number of iteration, and number of constrained, NOF, NOI and NOC.

In this paper, we proposed  a new three-term  nonlinear Conjugate Gradient  (CG) method for solving unconstrained optimization problems. The new three-term method generates decent direction with an inexact line search under Wolfe conditions and the descent property of the new method is proved. Numerical results on some well-known  test function with various dimensions showed that the new method is an efficient .