A variant spectral-type FR conjugate gradient method and its global convergence
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摘要
In this paper, we propose a variant FR (VFR) formula βkVFR and corresponding spectral-type conjugate gradient method (SVFR) such that the direction generated is always a descent direction for the objective function. We also extend βkVFR to βk∗ such that |βk∗|⩽βkFR and have similar conclusions. Under appropriate conditions, we prove that the proposed method is globally convergent under not only Wolfe line search but also Armijo-type line search. Numerical experiments show the SVFR method performs well.
论文关键词:Conjugate gradient method,FR method,Wolfe line search,Armijo-type line search,Global convergence
论文评审过程:Available online 13 December 2010.
论文官网地址:https://doi.org/10.1016/j.amc.2010.12.028