| 引用本文： |
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董晓亮,李郴良,唐清干.一类Wolfe搜索下的共轭梯度法及其全局收敛性[J].广西科学,2007,14(1):44-46. [点击复制]
- DONG Xiao-liang,LI Chen-liang,TANG Qing-gan.Global Convergence for a Class of Conjugate Gradient Method with Wolfe Search[J].Guangxi Sciences,2007,14(1):44-46. [点击复制]
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| 摘要: |
| 构造一个新的求解无约束优化问题的非线性共辄梯度公式中βk参数的计算公式,采用该公式得到Wolfe非精确线搜索的新算法,并证明新算法具有全局收敛性,并用数值实验验证新算法是有效的. |
| 关键词: 无约束优化 共轭梯度法 全局收敛性 Wolfe准则 |
| DOI： |
| 投稿时间：2006-03-28修订日期：2006-06-20 |
| 基金项目:国家自然科学基金(10371035)资助项目。 |
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| Global Convergence for a Class of Conjugate Gradient Method with Wolfe Search |
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DONG Xiao-liang, LI Chen-liang, TANG Qing-gan
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| (Department of Computing Science and Mathematics, Guilin University of Electronic Technology, Guilin, Guangxi, 541004, China) |
| Abstract: |
| A new nonlinear conjugate gradient method is proposed. A formula is constructed to compute the parameter (βk of the method. The algorithm for an inexact line search of Wolfe conditions is obtained by this method. Global convergence of the algorithm is proved. Numerical tests show that the algorithm is effective. |
| Key words: unconstrained optimization conjugate gradient method global convergence Wolfe condition |
