JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2017, Vol. 52 ›› Issue (4): 6-12.doi: 10.6040/j.issn.1671-9352.0.2016.406

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A modified FR spectral conjugate gradient method with Wolfe line search

LIN Sui-hua   

  1. Department of Mathematics and Computer Science, Guangxi Normal University for Nationalities, Chongzuo 532200, Guangxi, China
  • Received:2016-09-02 Online:2017-04-20 Published:2017-04-11

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Abstract: A modified FR spectral conjugate gradient method is proposed for unconstrained optimization. This method can automatically generate descent direction at every iterations depending on no any line search. Under the conventional assumption, it is proved that the corresponding method with Wolfe line search is globally convergent. The numerical results show that the spectral conjugate gradient method is effective.

Key words: spectral conjugate gradient method, Wolfe line search, global convergence, unconstrained optimization

CLC Number: 

  • O221
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