Global convergence of a modified spectral FR conjugate gradient method

摘要

This paper deals with a new nonlinear modified spectral FR conjugate gradient method for solving large scale unstrained optimization problems. The direction generated by the method is a descent direction for the objective function. Under mild conditions, we prove that the modified spectral FR conjugate gradient method with Wolfe type line search is globally convergent. Preliminary numerical results show the proposed method is very promising.