Convergence properties of the Fletcher-Reeves method

被引:97
作者
Dai, YH
Yuan, Y
机构
[1] Stt. Key Lab. of Sci. and Eng. Comp., Inst. Compl. Math. Sci./Eng. Comp., Chinese Academy of Sciences, Beijing 100080
关键词
D O I
10.1093/imanum/16.2.155
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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 improved.
引用
收藏
页码:155 / 164
页数:10
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