Article ID Journal Published Year Pages File Type
4629842 Applied Mathematics and Computation 2012 11 Pages PDF
Abstract

In this paper, we investigate the convergence rate of the modified Fletcher–Reeves (MFR) method proposed by Zhang et al. [L. Zhang, W.J. Zhou, D.H. Li, Global convergence of a modified Fletcher–Revves conjugate gradient method with Armijo-type line search, Numer. Math. 104 (2006) 561–572.]. Under reasonable conditions, we show that the MFR method with some inexact line search will be nn-step superlinearly and even quadratically convergent if some restart technique is used. Some numerical results are also reported to verify the theoretical results.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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