On the convergence of \(s\)-dependent GFR conjugate gradient method for unconstrained optimization (Q1652787)

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On the convergence of \(s\)-dependent GFR conjugate gradient method for unconstrained optimization
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    On the convergence of \(s\)-dependent GFR conjugate gradient method for unconstrained optimization (English)
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    16 July 2018
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    One of the effective methods for solving the optimization problem is conjugate gradient method. For line search, the Fletcher-Reeves (FR) conjugate gradient method was considered by \textit{Y. H. Dai} and \textit{Y. Yuan} [IMA J. Numer. Anal. 16, No. 2, 155--164 (1996; Zbl 0851.65049)]. They obtained a generalized FR method which is called GFR method. Based on the generalized FR method, the authors present an \(s\)-dependent GFR method for unconstrained optimization problem. They also obtain two different kinds of estimations of upper bounds of a parameter which fulfils the FR-formula. Using several step-size rules, the global convergence of \(s\)-dependent GFR conjugate method is proved.
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    step-length
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    linear search
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    global convergence
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    conjugate gradient
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