A variant spectral‐type FR conjugate gradient method and its global convergence

A variant spectral‐type FR conjugate gradient method and its global convergence

0.00 Avg rating0 Votes
Article ID: iaor20113290
Volume: 217
Issue: 12
Start Page Number: 5547
End Page Number: 5552
Publication Date: Feb 2011
Journal: Applied Mathematics and Computation
Authors: , , ,
Keywords: Conjugate gradient method
Abstract:

In this paper, we propose a variant FR (VFR) formula β k VFR equ1 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 β k VFR equ2 to β k * equ3 such that | β k * | β k FR equ4 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.

Reviews

Required fields are marked *. Your email address will not be published.