Global convergence of a modified Fletcher–Reeves conjugate gradient method with Armijo-type line search
Abstract
In this paper, we are concerned with the conjugate gradient methods for solving unconstrained optimization problems. It is well-known that the direction generated by a conjugate gradient method may not be a descent direction of the objective function. In this paper, we take a little modification to the Fletcher–Reeves (FR) method such that the direction generated by the modified method provides a descent direction for the objective function....
Paper Details
Title
Global convergence of a modified Fletcher–Reeves conjugate gradient method with Armijo-type line search
Published Date
Sep 5, 2006
Journal
Volume
104
Issue
4
Pages
561 - 572
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