Global convergence of a modified spectral FR conjugate gradient method (Q942404): Difference between revisions

The authors consider unconstrained optimization problems of the form \[ \min_{x\in\mathbb{R}^n}f(x), \] where \(f: \mathbb{R}^n\to\mathbb{R}\) is continuously differentiable and its gradient \(\nabla f(x)\) is available. For these problems, a modified Fletcher-Reves (FR) conjugate gradient method is presented. The direction generated by the method is a descent direction for the objective function. Under mild conditions is proved that these method with Wolfe type line search is globally convergent. Numerical tests are presented.