| 一种改进的共轭梯度法及全局收敛性 |
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| 引用本文： | 刘金魁,王开荣. 一种改进的共轭梯度法及全局收敛性[J]. 经济数学, 2008, 25(3) |
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| 作者姓名： | 刘金魁 王开荣 |
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| 作者单位： | 重庆大学数理学院,重庆,400030;重庆大学数理学院,重庆,400030 |
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| 摘 要： | 本文在DY共轭梯度法的基础上对解决无约束最优化问题提出一种改进的共轭梯度法.该方法在Wolfe线搜索下能够保证充分下降性,并在目标函数可微的条件下,证明了算法的全局收敛性.大量数值试验表明,该方法是很有效的.
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| 关 键 词： | 共轭梯度法 充分下降性 Wolfe线搜索 全局收敛性 |
GLOBAL CONVERGENCE OF A MODIFIED CONJUGATE GRADIENT METHOD |
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| Lui Jinkui,Wang Kairong. GLOBAL CONVERGENCE OF A MODIFIED CONJUGATE GRADIENT METHOD[J]. Mathematics in Economics, 2008, 25(3) |
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| Authors: | Lui Jinkui Wang Kairong |
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| Affiliation: | Lui Jinkui,Wang Kairong (College of Mathematics , Physics,Chongqing University,Chongqing 400030,China) |
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| Abstract: | In this paper,a modified conjugate gradient method for unconstrained optimization problem is presented on the basis of DY conjugate gradient method.It is proved that the new formula is of full descent under the condition of the Wolfe line search.Global convergence of such a method is proved under the condition that the objective function is continuously differentiable.The numerical results show that the method is of great value. |
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| Keywords: | Conjugate gradient method sufficient descent property Wolfe line search global convergence. |
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