Global convergence properties of two classes of optimal algorithms constrained by the FR conjugate gradient method. (Chinese. English summary) Zbl 1011.65032
Summary: We prove that two classes of general methods for unconstrained optimization which is constrained by the Fletcher-Reeves (FR) conjugate gradient method are globally convergent under a kind of inexact line search conditions. Results of numerical experiments for several methods are presented.
MSC:
65K05 | Numerical mathematical programming methods |
90C30 | Nonlinear programming |
90C55 | Methods of successive quadratic programming type |