Abstract: Now a days, Conjugate Gradient (CG) has been a subject of extensive research by many researchers. In this study, a new CG method has been proposed. This new CG coefficient, βk is compared to other four CG methods in their capabilities to solve fifteen selected test functions with different number of variables. The algorithm is established under exact line search and computed via Matlab R2012. This new method should possess the sufficient descent and global convergence properties. The results are interpreted into performance profile by using sigmaplot.