| LS-共轭梯度算法的收敛性 |
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| 引用本文： | 孙清滢.LS-共轭梯度算法的收敛性[J].中国石油大学学报(自然科学版),2002,26(6). |
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| 作者姓名： | 孙清滢 |
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| 作者单位： | 石油大学应用数学系,山东东营,257061;大连理工大学应用数学系,辽宁大连,116024 |
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| 摘 要： | 对无约束规划 (P) :minx∈Rnf(x) ,其中 f(x)是Rn→R1上的二阶连续可微函数 ,通过引入强迫函数和逆连续模函数 ,证明了一类采用Curry Altman步长规则的LS 共轭梯度算法的全局收敛性质 ,利用比较原理进一步讨论了LS 共轭梯度算法在采用另外三种步长规则下的全局收敛性
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| 关 键 词： | 非线性规划 LS-共轭梯度法 强迫函数 逆连续模函数 收敛性 |
Convergence properties of LS-conjugate gradient method |
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| SUN Qing,ying.Convergence properties of LS-conjugate gradient method[J].Journal of China University of Petroleum,2002,26(6). |
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| Authors: | SUN Qing ying |
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| Institution: | SUN Qing ying. Department of Applied Mathematics in the University of Petroleum,China,Dongying 257061 |
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| Abstract: | The convergence properties of LS conjugate gradient method are discussed. It is shown that the LS conjugate gradient method for solving unconstrained optimization can work for a twice continuously differentiable function with a bounded level set using Curry's step size rule. Based on the comparison principle, some general convergence properties of LS conjugate gradient method with other three kinds of step size rules are established. |
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| Keywords: | nonlinear programming LS conjugate gradient method forcing function reverse modulus of continuity function convergence |
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