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Convergence properties of the Fletcher-Reeves method
Dai, YH; Yuan, Y
1996-04-01
Source PublicationIMA JOURNAL OF NUMERICAL ANALYSIS
ISSN0272-4979
Volume16Issue:2Pages:155-164
AbstractThis 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.
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied
WOS IDWOS:A1996UF14200002
PublisherOXFORD UNIV PRESS UNITED KINGDOM
Citation statistics
Cited Times:70[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/28776
Collection中国科学院数学与系统科学研究院
AffiliationCHINESE ACAD SCI,INST COMP MATH & SCI ENGN COMP,STATE KEY LAB SCI & ENGN COMP,POB 2719,BEIJING 100080,PEOPLES R CHINA
Recommended Citation
GB/T 7714
Dai, YH,Yuan, Y. Convergence properties of the Fletcher-Reeves method[J]. IMA JOURNAL OF NUMERICAL ANALYSIS,1996,16(2):155-164.
APA Dai, YH,&Yuan, Y.(1996).Convergence properties of the Fletcher-Reeves method.IMA JOURNAL OF NUMERICAL ANALYSIS,16(2),155-164.
MLA Dai, YH,et al."Convergence properties of the Fletcher-Reeves method".IMA JOURNAL OF NUMERICAL ANALYSIS 16.2(1996):155-164.
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