Improved Fletcher-Reeves methods based on new scaling techniques

Abstract EN

This paper introduces a scaling parameter to the Fletcher-Reeves (FR) nonlinear conjugate gradient method.

The main aim is to improve its theoretical and numerical properties when applied with inexact line searches to unconstrained optimization problems.

We show that the sufficient descent and global convergence properties of Al-Baali for the FR method with a fairly accurate line search are maintained.

We also consider the possibility of extending this result to less accurate line search for appropriate values of the scaling parameter.

The reported numerical results show that several values for the proposed scaling parameter improve the performance of the FR method significantly.