Further insight into the convergence of the Fletcher-Reeves method

DOI10.1007/BF02880382MaRDI QIDQ1974184zbMATH OpenFDO

Authors Yuhong Dai

Publication date 7 May 2000

Published in Science in China. Series A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02880382

zbMATH Keywords

Armijo line searchescounterexampleFletcher-Reeves conjugate gradient methodgeneralized line searchglobal convergenceunconstrained optimizationWolfe line searches

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The paper deals with the Fletcher-Reeves (FR) conjugate gradient method for unconstrained optimization. It is shown that the FR method has a certain self-adjusting property, which is independent of the line search. Based on this, general conditions are given which ensure the global convergence of the FR method using generalized Wolfe line searches or Armijo line searches. A counterexample is constructed to show that the conditions cannot be relaxed in certain sense. Finally, some remarks are given. Since the generalized line search is a natural extension of the standard line search, it may be helpful for analyzing theoretical properties of other conjugate gradient methods.

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Cites work

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• scientific article; zbMATH DE number 3843083 (Why is no real title available?)
• scientific article; zbMATH DE number 3526471 (Why is no real title available?)
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Cited in

(12)

• Conjugate gradient methods with Armijo-type line searches.
• A class of one parameter conjugate gradient methods
• Global convergence of the Dai-Yuan conjugate gradient method with perturbations
• The convergence of Fletcher-Reeves algorithm
• New three-term conjugate gradient method with guaranteed global convergence
• The convergence rate of a restart MFR conjugate gradient method with inexact line search
• scientific article; zbMATH DE number 949720 (Why is no real title available?)
• Convergence properties of the Fletcher-Reeves method
• Global convergence property of \(s\)-dependent GFR conjugate gradient method
• Fletcher Reeves like CG formula approach on Broyden family update
• Global convergence properties of the two new dependent Fletcher-Reeves conjugate gradient methods
• Convergence properties of the dependent PRP conjugate gradient methods

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