Mohd Asrul Hery Ibrahim, Zahratul Amani Zakaria, Mustafa Mamat, Ummie Khalthum Mohd Yusof, Azfi Zaidi Mohammad Sofi, A New Search Direction for Broyden’s Family Method with Coefficient of Conjugate Gradient in Solving Unconstrained Optimization Problems, Research Journal of Applied Sciences, Volume 12,Issue 1, 2017, Pages 31-36, ISSN 1815-932x, rjasci.2017.31.36, (https://makhillpublications.co/view-article.php?doi=rjasci.2017.31.36) Abstract: In this study, we present a new search direction known as the CG-Broyden method which uses the search direction of the conjugate gradient method approach in the quasi-Newton methods. The new algorithm is compared with the quasi-Newton methods in terms of the number of iterations and CPU-time. The Broyden’s family method is used as an updating formula for the approximation of the Hessian for both methods. Our numerical analysis provides strong evidence that our CG-Broyden method is more efficient than the ordinary Broyden method. Besides, we also prove that the new algorithm is globally convergent. Keywords: Broyden method;CG-Broyden method;CPU time;conjugate gradient method;globally convergent