引用本文: |
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蒙诗德,刘利英,吴庆军,黄宏波.一类新的DY-型共轭梯度法的全局收敛性[J].广西科学,2006,13(4):276-278,281. [点击复制]
- MENG Shi-de,LIU Li-ying,WU Qing-jun,HUANG Hong-bo.The Global Convergence of a New Kind of DY-Conjugate Gradient Method[J].Guangxi Sciences,2006,13(4):276-278,281. [点击复制]
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摘要: |
给出求解非线性无约束优化问题的新的DY-型共轭梯度公式和新算法,证明新公式和新算法在推广Wolfe规则下分别具有下降性和全局收敛性.文献[14]提出的杂交共轭梯度公式中βk的取值是新的DY-型共轭梯度公式的特例. |
关键词: 无约束优化 共轭梯度法 线搜索 下降性 全局收敛性 |
DOI: |
投稿时间:2006-01-20修订日期:2006-05-23 |
基金项目:玉林师范学院科研项目(2006YJYB30)资助 |
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The Global Convergence of a New Kind of DY-Conjugate Gradient Method |
MENG Shi-de1, LIU Li-ying2, WU Qing-jun1, HUANG Hong-bo3
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(1.Department of Mathematics and Computer Science, Yulin Teacher's College, Yulin, Guangxi, 537000, China;2.Department of Mathematics Science, Liaocheng University, Liaocheng, Shandong, 252059, China;3.Department of Mathematics, Nanning Prefecture's Educational College, Nanning, Guangxi, 530001, China) |
Abstract: |
In this paper,a new kind of DY-conjugate gradient formula and the corresponding method for solving nonlinear unconstrained optimization is proposed.The new conjugate gradient method with general Wolfe line search was proved to have the global convergence.By disscusing the hybrid conjugate gradient formula βk given by,we conclude that the above βk is only a specical cases of DY-conjugate gradient formula. |
Key words: unconstrained optimization conjugate gradient method line search descent property global convergence |