| Armijo型线搜索下的谱CD共轭梯度法 |
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| 引用本文： | 王开荣,曹伟,王银河.Armijo型线搜索下的谱CD共轭梯度法[J].山东大学学报(理学版),2010,45(11):104-108. |
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| 作者姓名： | 王开荣 曹伟 王银河 |
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| 作者单位： | 重庆大学数学与统计学院, 重庆 401331 |
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| 摘 要： | 提出了一种新的非线性修正的谱CD共轭梯度算法。该算法得到的搜索方向为下降方向,它既不受线搜索规则的影响,也不受目标函数的凸性影响。同时算法在精确线搜索条件下能够诱导出标准的CD共轭梯度方法。给出的新方法在两种不同Armijo型线搜索规则下具有全局收敛性,数值实验结果显示了新算法的可行性。
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| 关 键 词： | 无约束最优化 共轭梯度法 Armijo型线搜索 全局收敛性 |
| 收稿时间： | 2009-06-08 |
A spectral CD conjugate gradient method with Armijo-type line search |
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| WANG Kai-rong,CAO Wei,WANG Yin-he.A spectral CD conjugate gradient method with Armijo-type line search[J].Journal of Shandong University,2010,45(11):104-108. |
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| Authors: | WANG Kai-rong CAO Wei WANG Yin-he |
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| Institution: | College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China |
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| Abstract: | A new nonlinear modified spectral CD conjugate gradient method is dealt with. The direction generated by the method is a descent direction for the objective function, and this property depends neither on the line search used, nor on the convexity of the objective function. Moreover, the modified method reduces to the standard CD method if line search is exact. It proves that the modified method with Armijo-type line search I or II is globally convergent. Preliminary numerical results show the proposed method is very promising. |
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| Keywords: | unconstrained optimization conjugate gradient method Armijo-type line search global convergence |
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