Original paper
Convergence properties of the Fletcher-Reeves method
Abstract
This paper investigates the global convergence properties of the Fletcher-Reeves (FR) method for unconstrained optimization. In a simple way, we prove that a kind of inexact line search condition can ensure the convergence of the FR method. Several examples are constructed to show that, if the search conditions are relaxed, the FR method may produce an ascent search direction, which implies that our result cannot be...
Paper Details
Title
Convergence properties of the Fletcher-Reeves method
Published Date
Apr 1, 1996
Volume
16
Issue
2
Pages
155 - 164