A New Perry Conjugate Gradient Method with the Generalized Conjugacy Condition

The Perry conjugate gradient method is generalized, from which a new descent algorithm, PDCGy, is presented and its global convergence is proven under Wolfe line searches. Preliminary numerical results for a set of 720 unconstrained optimization test problems verify the performance of the algorithm and show that the PDCGy algorithm is competitive with the CG_DESCENT algorithm.