Further insight into the convergence of the Fletcher-Reeves method

Authors
Dai, YH
Citation
Yh. Dai, Further insight into the convergence of the Fletcher-Reeves method, SCI CHINA A, 42(9), 1999, pp. 905-916
Citations number
12
Categorie Soggetti
Multidisciplinary
Journal title
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN journal
10016511 → ACNP
Volume
42
Issue
9
Year of publication
1999
Pages
905 - 916
Database
ISI
SICI code
1001-6511(199909)42:9<905:FIITCO>2.0.ZU;2-B
Abstract
The convergence properties of the Fletcher-Reeves method for unconstrained optimization are further studied with the technique of generalized line sea rch. Two conditions are given which guarantee the global convergence of the Fletcher-Reeves method using generalized Wolfe line searches or generalize d Arjimo line searches, whereas an example is constructed showing that the conditions cannot be relaxed in certain senses.