| 求解无约束优化的一个新的下降共轭梯度法 |
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| 引用本文： | 陈玉,米黑龙.求解无约束优化的一个新的下降共轭梯度法[J].邵阳学院学报(自然科学版),2010,7(4):9-11. |
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| 作者姓名： | 陈玉 米黑龙 |
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| 作者单位： | 湖南商学院信息学院,湖南长沙410205 |
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| 摘 要： | 基于Dai-Yuan共轭梯度法,本文给出了求解无约束优化的一个非线性共轭梯度法.对任意的线性搜索,该方法满足充分下降条件gTkdk≤-(1-1/4μ)‖gk‖2,μ1/4;而且,对一般的非线性函数,不需限制的下限值,用Wolf线搜索具有全局收敛性.
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| 关 键 词： | 无约束优化 共轭梯度法 Wolf条件 全局收敛性 |
A New Descent Conjugate Gradient Method for Unconstrained Optimization |
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| CHEN Yu,MI Hei-long.A New Descent Conjugate Gradient Method for Unconstrained Optimization[J].Journal of Shaoyang University:Science and Technology,2010,7(4):9-11. |
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| Authors: | CHEN Yu MI Hei-long |
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| Institution: | (School of Information,Hunan University of Commerce,Changsha,Hunan,410205) |
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| Abstract: | In this paper,based on the Dai-Yuan conjugate gradient method,a new nonlinear conjugate gradient method is proposed for the unconstrained optimization.For any line search,our scheme satisfies the sufficient descent condition. gTkdk≤-（1-1/4μ）‖gk‖2,μ1/4.Moreover,a global convergence resulted from general nonlinear function is established when the standard Wolf line search is used under some suitable conditions without restricting the lower value of βNk. |
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| Keywords: | unconstrained optimization conjugate gradient method Wolf condition global convergence |
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