A conjugate gradient method for solving unconstrained optimization problems

For the conjugate gradient method to solve the unconstrained optimization problem, given a new interval method to obtain the direction parameters, and a new conjugate gradient algorithm is designed. The global convergence of the algorithm under the Armijo step search is also discussed. Making use of MATLAB to programming, and numerical examples’ results show that the new algorithm is more efficient than the FR,PR,HS conjugate gradient algorithm based on Armijo step search.