The new algorithm form of the Fletcher – Reeves Conjugate gradient algorithm

Year 2018, Volume: 1 Issue: 1, 41 - 51, 01.08.2018

Basim A. Hassan Hameed M. Sadeq

Abstract

In this paper, we propose a new spectral form of the Fletcher – Reeves
conjugate gradient algorithm for solving unconstrained optimization problems
which has sufficient descent direction. We prove the global convergent of these
algorithms under Wolf line search conditions. We presented some numerical
result and comparison with Fletcher – Reeves algorithm.

Keywords

Conjugate gradient, Line search

References

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