| 一种新的修正 Liu-Storey 共轭梯度法的全局收敛性（英） |
| |
| 引用本文： | 曹伟,王开荣. 一种新的修正 Liu-Storey 共轭梯度法的全局收敛性（英）[J]. 华东师范大学学报(自然科学版), 2010, 2010(1): 44-51 |
| |
| 作者姓名： | 曹伟 王开荣 |
| |
| 作者单位： | 重庆大学数理学院,重庆,400030 |
| |
| 摘 要： | 在 Liu-Storey(LS)公式的基础上给出了一个修正的共轭梯度公式 beta _k^MLS. 证明了该新公式在 Wolfe-Powell 线搜索下, 甚至在强 Wolfe-Powell 线搜索下, 在满足sigma in bigg(0,textstyle1 over 2bigg) 的同时, 新算法具有充分下降性和全局收敛性. 数值结果展现了算法的可行性.
|
| 关 键 词： | 无约束优化 共轭梯度法 SWP线搜索 全局收敛性 无约束优化 共轭梯度法 SWP线搜索 全局收敛性 |
| 收稿时间： | 2009-04-21 |
| 修稿时间： | 2009-06-18 |
Global convergence of a new conjugate gradient method for modified Liu-Storey formula |
| |
| CAO Wei,WANG Kai-rong. Global convergence of a new conjugate gradient method for modified Liu-Storey formula[J]. Journal of East China Normal University(Natural Science), 2010, 2010(1): 44-51 |
| |
| Authors: | CAO Wei WANG Kai-rong |
| |
| Affiliation: | College of Mathematics and Physics, Chongqing University, Chongqing 400030, China |
| |
| Abstract: | In this paper, a modified conjugate gradient formula beta _k^MLSbased on the formula of the Liu-Storey(LS) nonlinear conjugate gradient method was proposed. It was proved that under the Wolfe-Powell line search and even under the strong Wolfe-Powell line search, with parameter sigma in bigg(0,frac12bigg), the new method has sufficient descent and global convergence properties. Preliminary numerical results show that the method is very promising. |
| |
| Keywords: | unconstrained optimization conjugate gradient method SWP line search global convergence |
| 本文献已被 万方数据 等数据库收录！ |
| 点击此处可从《华东师范大学学报(自然科学版)》浏览原始摘要信息 |
|
点击此处可从《华东师范大学学报(自然科学版)》下载全文 |
