| Goldstein线搜索下混合共轭梯度法的全局收敛性 |
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| 引用本文： | 焦宝聪,陈兰平,潘翠英.Goldstein线搜索下混合共轭梯度法的全局收敛性[J].计算数学,2007,29(2):137-146. |
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| 作者姓名： | 焦宝聪 陈兰平 潘翠英 |
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| 作者单位： | 首都师范大学数学科学学院,北京,100037 |
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| 基金项目： | 国家自然科学基金(60472071)，北京市教委科研基金(KM200710028001)资助． |
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| 摘 要： | 本文结合FR算法和DY算法,给出了一类新的杂交共轭梯度算法,并结合Goldstein线搜索,在较弱的条件下证明了算法的收敛性．数值实验表明了新算法的有效性．
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| 关 键 词： | 无约束最优化 非精确线搜索 共轭梯度法 全局收敛性 |
| 修稿时间： | 2005-11-18 |
CONVERGENCE PROPERTIES OF A HYBRID CONJUGATE GRADIENT METHODS WITH GOLDSTEIN LINE SEARCH |
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| Jiao Baocong,Chen Lanping,Pan Cuiying.CONVERGENCE PROPERTIES OF A HYBRID CONJUGATE GRADIENT METHODS WITH GOLDSTEIN LINE SEARCH[J].Mathematica Numerica Sinica,2007,29(2):137-146. |
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| Authors: | Jiao Baocong Chen Lanping Pan Cuiying |
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| Institution: | School of Mathematical Sciences, Capital Normal University, Beijing 100037, China |
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| Abstract: | In this paper, we propose a hybrid of conjugate gradient methods for unconstrained optimization based on Fletcher-Reeves Algorithm and Dai-Yuan Algorithm, which had taken the advantages of two Algorithms. The convergence of the new methods is proved with the Goldstein line search and without the descent condition . Numerical experiments show that the algorith is efficient. |
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| Keywords: | Unconstrained optimization Inexact line search Hybrid conjugate gradient method Global convergence |
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