Global convergence of a modified Fletcher-Reeves conjugate gradient method with Wolfe line search

摘要

In this paper, we are concerned with the conjugate gradient methods for solving unconstrained optimization problems. we propose a modified Fletcher-Reeves (abbreviated FR) [Function minimization by conjugate gradients, Comput. J. 7 (1964) 149-154] conjugate gradient algorithm satisfying a parametrized sufficient descent condition with a parameter delta(k) is proposed. The parameter delta(k) is computed by means of the conjugacy condition, thus an algorithm which is a positive multiplicative modification of the Hestenes and Stiefel (abbreviated HS) [Methods of conjugate gradients for solving linear systems, J. Res. Nat. Bur. Standards Sec. B 48 (1952) 409-436] algorithm is obtained, which produces a descent search direction at every iteration that the line search satisfies the Wolfe conditions. Under appropriate conditions, we show that the modified FR method with the strong Wolfe line search is globally convergent of uniformly convex functions. We also present extensive preliminary numerical experiments to show the efficiency of the proposed method.