| 修改的LS共轭梯度法在强Wolfe条件下的全局收敛性(英文) |
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| 引用本文： | 韦增欣,陶艳蓉,李颜君.修改的LS共轭梯度法在强Wolfe条件下的全局收敛性(英文)[J].广西大学学报(自然科学版),2008,33(2). |
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| 作者姓名： | 韦增欣 陶艳蓉 李颜君 |
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| 作者单位： | 广西大学数学与信息科学学院,广西,南宁,530004 |
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| 基金项目： | China NSF 10761001 |
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| 摘 要： | 提出一种修改的LS共轭梯度法.在精确线搜索下,该方法可归结为LS共轭梯度法.在非精确线搜索下,它满足充分下降条件gkTdk≤-3/4∥gk∥2.本文还证明了其在强Wolfe条件下的全局收敛性.初步的数值结果表明该方法是有效的.
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| 关 键 词： | 修改的LS共轭梯度法 下降条件 线搜索 全局收敛性 强Wolfe条件 modified Liu-Storey conjugate gradient method descent condition line search global convergence strong Wolfe conditions |
Global convergence of a modified LS conjugate gradient method with strong Wolfe conditions |
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| WEI Zeng-xin,TAO Yan-rong,LI Yan-jun.Global convergence of a modified LS conjugate gradient method with strong Wolfe conditions[J].Journal of Guangxi University(Natural Science Edition),2008,33(2). |
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| Authors: | WEI Zeng-xin TAO Yan-rong LI Yan-jun |
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| Institution: | WEI Zeng-xin,TAO Yan-rong,LI Yan-jun(College of Mathematics , Information Science,Guangxi University,Nanning 530004,China) |
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| Abstract: | A modified LS conjugate gradient method is proposed and analyzed in this paper.With exact line search,this method reduces to a nonlinear version of the Liu-Storey conjugate gradient scheme.For any (inexact)line search,it's scheme satisfies the descent condition gkTdk≤-3/4∥gk∥2.Under mild conditions the global convergence of the proposed method is proved with strong Wolfe conditions.Preliminary numerical results show that our method is efficient. |
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| Keywords: | modified Liu-Storey conjugate gradient method descent condition line search global convergence strong Wolfe conditions |
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