| 一类新的修正Fletcher-Reeves算法 |
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| 引用本文： | 张静. 一类新的修正Fletcher-Reeves算法[J]. 安徽大学学报(自然科学版), 2009, 33(3) |
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| 作者姓名： | 张静 |
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| 作者单位： | 北京联合大学,基础部,北京,100101 |
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| 基金项目： | 国家自然科学基金资助项目(70601034) |
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| 摘 要： | 研究了一类非单调线性搜索技术在无约束化问题共轭梯度算法中的应用,该类非单调线性搜索是属于Armijo型的线性搜索.在适当的条件下,对一般非凸函数,证明了新给出的的非单调线性搜索下,修正Fletcher-Reeves共轭梯度算法的全局收敛性,数值结果表明了该算法的有效性.
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| 关 键 词： | 无约束最优化 非单调线性搜索 修正Fletcher-Reeves共轭梯度算法 全局收敛性 |
A new modified Fletcher-Reeves algorithm |
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| ZHANG Jing. A new modified Fletcher-Reeves algorithm[J]. Journal of Anhui University(Natural Sciences), 2009, 33(3) |
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| Authors: | ZHANG Jing |
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| Affiliation: | Department of Basic Courses;Beijing Union University;Beijing 100101;China |
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| Abstract: | This paper studied the application of a kind of nonmonotone line search's technique in conjugate gradient methods.The nonmonotone line search was belonged to Armijo-type line searches.When the condition was increased,for nonconvex functions,the article proved the global convergence of modified Fletcher-Reeves conjugate gradient algorithm of the nonmonotone line searches.And according to the numerical results,the algorithm was effective. |
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| Keywords: | uncnstrained optimization nonmonoton line search modified Fletcher-Reeves conjugate gradient algorithm global convergence |
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