一个具有下降性的改进Fletcher-Reeves共轭梯度法

An Improved Fletcher-reeves Conjugate Gradient Method with Descent Property

对无约束优化问题,本文给出了一个改进的Fletcher-Reeves共轭梯度法.不依赖于任何线搜索条件,由新方法所产生的搜索方向均是下降的.在标准Wolfe非精确线搜索准则下,证明了算法的全局收敛性,数值试验结果表明所提出的方法有效.

In this paper, an improved Fletcher-Reeves conjugate gradient method is pro- posed for unconstrained optimization. The direction generated by the improved method provides a descent direction for the objective function not depending on any line search. Under the standard Wolfe line search, the global convergence of the proposed method is proved. Some elementary numerical experiments are reported, which show that the pro- posed method is efficient.