Combination of Newton's Method and Conjugate Gradient Method

This paper presents a combined method of Newton's method and Conjugate cradient method based on the combined method of Newton's method and the Gradient Descent method.The global convergence of the algorithm is proved.This method could be effectively applied to practical problems where Hessian matrix of objective function is not positive definite or is ill-conditioned.The process of computing H_K is simplified resulting in great reduction in the amount of algorithm computation.