Global convergence of a modified spectral FR conjugate gradient method
Global convergence of a modified spectral FR conjugate gradient method
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DOI：
10.1016/j.amc.2008.03.020
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发表时间：
2008-08
期刊：
影响因子：
--
通讯作者：
S. Du;Yuan-yuan Chen
中科院分区：
文献类型：
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作者：
S. Du;Yuan-yuan Chen
本文提出一种新的求解大规模无约束优化问题的非线性修正谱FR共轭梯度法。由该方法生成的方向是目标函数的下降方向。在适当的条件下，证明了在Wolfe型线搜索下的修正谱FR共轭梯度法是全局收敛的.初步的数值结果表明，该方法是非常有前途的。
This paper deals with a new nonlinear modified spectral FR conjugate gradient method for solving large scale unstrained optimization problems. The direction generated by the method is a descent direction for the objective function. Under mild conditions, we prove that the modified spectral FR conjugate gradient method with Wolfe type line search is globally convergent. Preliminary numerical results show the proposed method is very promising.