| 利用Armijo型线性搜索HZ共轭梯度法的全局收敛性 |
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| 引用本文： | 魏敬广,张建军.利用Armijo型线性搜索HZ共轭梯度法的全局收敛性[J].运筹学学报,2011,15(1):85-94. |
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| 作者姓名： | 魏敬广 张建军 |
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| 作者单位： | 上海大学数学系,上海,200444 |
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| 基金项目： | supported by the Innovation Foundation of Shanghai University(Grant No.A.16-0101-10-031); Shanghai Leading Academic Discipline project(Grant No.J5101) |
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| 摘 要： | 由William W.Hager和张洪超提出的一种新的共轭梯度法(简称HZ方法),已被证明是一种有效的方法.本文证明了HZ共轭梯度法在Armijo型线性搜索下的全局收敛性.数值实验显示,在Armijo型线性搜索下的HZ共轭梯度法比在Wolfe线性搜索下更有效.
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| 关 键 词： | 运筹学 共轭梯度法 全局收敛性 线性搜索 无约束最优化 |
Global Convergence of HZ's Conjugate Gradient Method with Armijo-type Line Search |
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| Wei Jingguang,Zhang Jianjun.Global Convergence of HZ's Conjugate Gradient Method with Armijo-type Line Search[J].OR Transactions,2011,15(1):85-94. |
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| Authors: | Wei Jingguang Zhang Jianjun |
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| Institution: | Wei Jingguang Zhang Jianjun Department of Mathematics,Shanghai University,Shanghai 200444,China |
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| Abstract: | HZ's conjugate gradient method(proposed by William W.Hager and Hongchao Zhang) has been proved to be an efficient method.In this paper, we prove the global convergence of HZ's method with Armijo-type line search. Our numerical experiments show that the new algorithm are more efficient and competitive with HZ's method with Wolfe line search in most cases. |
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| Keywords: | Operations research conjugate gradient method global convergence line search unconstrained optimization |
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