The convergence properties of the Fletcher-Reeves method for unconstrained optimization are further studied with the technique of generalized line search. Two conditions are given which guarantee the global convergenc...The convergence properties of the Fletcher-Reeves method for unconstrained optimization are further studied with the technique of generalized line search. Two conditions are given which guarantee the global convergence of the Fletcher-Reeves method using generalized Wolfe line searches or generalized Arjimo line searches, whereas an example is constructed showing that the conditions cannot be relaxed in certain senses.展开更多
基金Project supported by the National Natural Science Foundation of China (Grant No. 19801033).
文摘The convergence properties of the Fletcher-Reeves method for unconstrained optimization are further studied with the technique of generalized line search. Two conditions are given which guarantee the global convergence of the Fletcher-Reeves method using generalized Wolfe line searches or generalized Arjimo line searches, whereas an example is constructed showing that the conditions cannot be relaxed in certain senses.
