| 另一种强Wolfe线性搜索下的共轭梯度法 |
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| 引用本文： | 陈静,单锐,王胜帅,郑鹏辉.另一种强Wolfe线性搜索下的共轭梯度法[J].长春大学学报,2008,18(4):25-28. |
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| 作者姓名： | 陈静 单锐 王胜帅 郑鹏辉 |
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| 作者单位： | 燕山大学理学院 河北秦皇岛066004 |
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| 摘 要： | 对求解非线性无约束优化问题中给出了新的参数应用于共轭梯度法；并证明了该方法在强Wolfe线搜索下具有充分下降性，同时具有全局收敛性。将本文提出的参数与引文中参数作比较。讨论了这一类参数在证明中的成立条件。
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| 关 键 词： | 无约束最优化 共轭梯度法 强WOLFE线性搜索 全局收敛性 |
Another strong Wolfe linear search conjugate gradient method |
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| CHEN Jing,SHAN Rui,WANG Sheng-shuai,ZHNEG Peng-hui.Another strong Wolfe linear search conjugate gradient method[J].Journal of Changchun University,2008,18(4):25-28. |
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| Authors: | CHEN Jing SHAN Rui WANG Sheng-shuai ZHNEG Peng-hui |
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| Institution: | CHEN Jing,SHAN Rui,WANG Sheng-shuai,ZHNEG Peng-hui ( Faculty of Science, Yanshan University, Qinhuangdao 066004, China) |
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| Abstract: | In this paper,we present a new conjugate gradient method for unconstrained optimization based on Fletcher-Reeves algorithms and proved that with the strong Wolfe linear search the new mehtod can support the global convergence result.At the same time,the new conjugate gradient algorithm satisfies the sufficient descent property.We also put the parameters in comparison with that in the citation,and discussed the establishment conditions of the parameters in the process of proof. |
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| Keywords: | unconstrained optimization conjugate gradient method strong Wolfe linear search global convergence |
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