Convergence properties of the Fletcher-Reeves method |
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| Authors: | DAI Y H; YUAN Y |
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| Institution: |
State Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences PO Box 2719, Beijing 100080, People's Republic of China
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| Abstract: | This paper investigates the global convergence properties ofthe Fletcher-Reeves (FR) method for unconstrained optimization.In a simple way, we prove that a kind of inexact line searchcondition can ensure the convergence of the FR method. Severalexamples are constructed to show that, if the search conditionsare relaxed, the FR method may produce an ascent search direction,which implies that our result cannot be improved. |
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