A Modified FR Conjugate Gradient Method with Strong Wolfe Line Search

Abstract

In this paper, a modified FR conjugate gradient method(MFR) is presented for solving unconstrained optimization problems. The sufficient descent property of the MFR method is satisfied without any line search. Moreover, the MFR method reduces to the standard FR method if line search is exact. Under some mild conditions, the theory of global convergence is established. Numerical results are also given to show the efficiency of the MFR method.