Global convergence of a new modified PRP conjugate gradient method

This paper puts forwards a modified PRP conjugate gradient method, in which the new parameter formula is adopted. This method ensures automatically the non-negative of the new parameter formula. Under mild conditions, the global convergence of the proposed formula with the generalized Wolfe-Powell line search and the Wolfe-Powell line search is proved. Numerical results show that the new method performs much better than both PRP and PRP+ methods.