Further insight into the convergence of the Fletcher-Reeves method |
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| Authors: | Yuhong Dai |
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| Institution: | (1) State Key Laboratory of Scientific and Engineering Computing, Institute of Computational Mathematics and Scientific/Engineering Computing, Chinese Academy of Sciences, 100080 Beijing, China |
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| Abstract: | The convergence properties of the Fletcher-Reeves method for unconstrained optimization are further studied with the technique
of generalized line search. Two conditions are given which guarantee the global convergence of the Fletcher-Reeves method
using generalized Wolfe line searches or generalized Arjimo line searches, whereas an example is constructed showing that
the conditions cannot be relaxed in certain senses.
Project supported by the National Natural Science Foundation of China (Grant No. 19801033). |
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| Keywords: | unconstrained optimization conjugate gradient Fletcher-Reeves method generalid line search global convergence |
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