| 一类记忆梯度法的收敛性 |
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| 引用本文： | 智红英,王希云,张唐圣. 一类记忆梯度法的收敛性[J]. 西南民族学院学报(自然科学版), 2008, 34(1): 65-69 |
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| 作者姓名： | 智红英 王希云 张唐圣 |
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| 作者单位： | 太原科技大学,山西太原030024 |
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| 摘 要： | 研究一类新的记忆梯度法，算法利用当前点的负梯度和前一点的搜索方向的线性组合为搜索方向，以强wolfe线搜索确定步长，并证明了算法具有全局收敛性，当目标函数一致凸时讨论了收敛速度．
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| 关 键 词： | 无约束优化 记忆梯度法 强wolfe线搜索 收敛性 线性收敛速度 |
| 文章编号： | 1003-2843（2008）01-0065-05 |
| 收稿时间： | 2007-10-29 |
| 修稿时间： | 2007-10-29 |
A class of memory gradient methods |
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| ZHI Hong-ying,WANG Xi-yun,ZHANG Tang-sheng. A class of memory gradient methods[J]. Journal of Southwest Nationalities College(Natural Science Edition), 2008, 34(1): 65-69 |
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| Authors: | ZHI Hong-ying WANG Xi-yun ZHANG Tang-sheng |
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| Abstract: | a new class of memory gradient method is proposed for unconstrained optimization problems. The algorithm uses the linear combination of negative gradient and its previous search direction as a search direction, and uses strong Wolfe line search to the step-size. The global convergence is proved and the linear convergence rate is investigated when the objective function is uniformly convex. |
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| Keywords: | unconstrained optimization memory gradient method strong Wolfe line search global convergence linear convergence rate |
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