引用本文: |
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张秀军,徐安农.一种新的非线性共轭梯度法的全局收敛性[J].广西科学,2005,12(4):282-283,287. [点击复制]
- Zhang Xiujun,Xu Annong.Global Convergence Properties of a New Class of Nonlinear Conjugate Gradient Methods[J].Guangxi Sciences,2005,12(4):282-283,287. [点击复制]
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摘要: |
基于标准Wolfe线搜索条件,提出一种新的线搜索:Tk满足 f(xk+Tkdk)-f(xk)≤ max{WTkgkTdk,-VTk2‖dk‖2}和g(xk+Tkdk)Tdk ≥ max{egkTdk,-2eTk‖dk‖2},并在此基础上给出了一种新的非线性共轭梯度算法及其全局收敛性定理. |
关键词: 无约束优化 共轭梯度 全局收敛性 Wolfe线搜索 |
DOI: |
投稿时间:2005-06-06修订日期:2005-09-06 |
基金项目: |
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Global Convergence Properties of a New Class of Nonlinear Conjugate Gradient Methods |
Zhang Xiujun, Xu Annong
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(Department of Computer Science and Mathematics, Guilin University of Electron Technology, Guilin, Guangxi, 541004, China) |
Abstract: |
A new line search based on the standard Wolfe line search conditions αk satisfing f(xk+Tkdk)-f(xk) ≤ max{WTkgkTdk,-VTk2‖dk‖2} and g(xk+Tkdk)Tdk ≥ max{egkTdk,-2eTk‖dk‖2},was present in this paper,and the global convergence of a new class of nonlinear conjugate gradient methods with the new line search was given. |
Key words: unconstrained optimization conjugate gradient global convergence Wolf line search |