PDF

Keywords

unconstrained Optimization
FR-CG method
restarting criterion
line search
Wolfe conditions

Abstract

A new restarting criterion for FR-CG method is derived and investigated in this paper. This criterion is globally convergent whenever the line search fulfills the Wolfe conditions. Our numerical tests and comparisons with the standard FR-CG method for large-scale unconstrained optimization are given, showining significantly improvements.  
https://doi.org/10.33899/csmj.2008.163975
  PDF