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We know many conjugate gradient algorithms (CG) for solving unconstrained optimization problems. In this paper, based on the three famous Liu–Storey (LS), Fletcher–Reeves (FR) and Polak–Ribiére–Polyak (PRP) conjugate gradient methods, a new hybrid CG method is proposed. Furthermore, the search direction satisfies the sufficient descent condition independent of the line search. Likewise, we prove, under the strong Wolfe line search, the global convergence of the new method. In this respect, numerical experiments are performed and reported, which show that the proposed method is efficient and promising. In virtue of this, the application of the proposed method for solving regression models of COVID-19 is provided. [ABSTRACT FROM AUTHOR]

Conjugate gradient methods (CG) are an important class of methods for solving unconstrained optimization problems, especially for large-scale problems. Recently, they have been much studied. In this paper, we propose a new conjugate gradient method for unconstrained optimization. This method is a convex combination of Fletcher and Reeves (abbreviated FR), Polak–Ribiere–Polyak (abbreviated PRP) and Dai and Yuan (abbreviated DY) methods. The new conjugate gradient methods with the Wolfe line search is shown to ensure the descent property of each search direction. Some general convergence results are also established for this method. The numerical experiments are done to test the efficiency of the proposed method, which confirms its promising potentials. [ABSTRACT FROM AUTHOR]