Convergence properties of the Fletcher-Reeves method

IMA Journal of Numerical Analysis

Volumn 16, Issue 2, 1996, Pages 155-164

  Dai, Y H ^a   Yuan, Y ^a  

^a INSTITUTE OF COMPUTATIONAL MATHEMATICS AND SCIENTIFIC ENGINEERING COMPUTING   (China)

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE PROPERTIES; GLOBAL CONVERGENCE PROPERTIES; INEXACT LINE SEARCHES; SEARCH DIRECTION; UNCONSTRAINED OPTIMIZATION;

OPTIMIZATION;

EID: 0030515335     PISSN: 02724979     EISSN: None     Source Type: Journal    
DOI: 10.1093/imanum/16.2.155     Document Type: Article

References (10)

1. AL-BAALI, M. 1985 Descent property and global convergence of the Fletcher-Reeves method with inexact line search. IMA J. Numer. Anal. 5, 121-124.
2. FLETCHER, R. 1987 Practical Methods of Optimization, 2nd edn. New York: Wiley.
3. FLETCHER, R., & REEVES, C. 1964 Function minimization by conjugate gradients. Comput. J. 7, 149-154.
4. GILBERT, J. C., & NOCEDAL, J. 1992 Global convergence properties of conjugate gradient methods for optimization. SIAM J. Optimiz. 2, 21-42.
5. LIN, G. H., HAN, J. Y., & YIN, H. X. 1993 Global convergence of the Fletcher-Reeves algorithm with an inexact line search. Report, Institute of Applied Mathematics, Academia Sinica.
6. NEMIROVSKY, A. S., & YUDIN, D. B. 1983 Problem Complexity and Method Efficiency. New York: Wiley.
7. POWELL, M. J. D. 1984 Nonconvex minimization calculations and the conjugate gradient method. Lecture Notes in Mathematics, vol. 1066. Berlin: Springer, pp 122-141.
8. WOLFE, P. 1969 Convergence conditions for ascent methods. SIAM Rev. 11, 226-235.
9. WOLFE, P. 1971 Convergence conditions for ascent methods. II: Some corrections. SIAM Rev. 13, 185-188.
10. ZOUTENDIJK, G. 1970 Nonlinear programming, computational methods. Integer and Nonlinear Programming (J. Abadie, ed). Amsterdam: North-Holland, pp 37-86.