Global convergence of a modified spectral FR conjugate gradient method

Abstract: The nonlinear conjugate gradient method is widely used in unconstrained optimization. However, the line search is very difficult or expensive sometimes. In this paper, we proper a spectral FR method without line search, the global convergence of this method is also given. Key words: Unconstrained optimization; line search; global convergence

• Type: Journal
• Year: 2008
• Where: AMC
• Authors: Shou-qiang Du, Yuan-yuan Chen
• Keywords: AMC 2008, Global Convergence, Line Search, Unconstrained Optimization