| 引用本文： |
-
刘金魁,王开荣,郑丽.改进的FR共轭梯度算法及其全局收敛性[J].广西科学,2008,15(4):383-385. [点击复制]
- LIU Jin-kui,WANG Kai-rong,ZHENG Li.Modified FR Conjugate Gradient Method and Its Global Convergence[J].Guangxi Sciences,2008,15(4):383-385. [点击复制]
|
|
| 摘要: |
| 给出一种求解无约束优化问题的改进的FR共轭梯度算法,证明该算法在强Wolfe线搜索下具有充分下降性和较好的全局收敛性,并用数值试验说明新算法是有效的。 |
| 关键词: 无约束优化 共轭梯度法 Wolfe线搜索 充分下降性 全局收敛性 |
| DOI： |
| 投稿时间：2008-02-27修订日期：2008-06-25 |
| 基金项目: |
|
| Modified FR Conjugate Gradient Method and Its Global Convergence |
|
LIU Jin-kui, WANG Kai-rong, ZHENG Li
|
| (College of Mathematics and Physics, Chongqing University, Chongqing, 400030, China) |
| Abstract: |
| A modified FR conjugate gradient method is proposed to solve unconstrained optimization problems. Under the strong Wolfe line search, we proved the sufficient descent property and the preferable global convergence of the modified FR method. Many numerical experiments show that the new method is very efficient. |
| Key words: unconstrained optimization conjugate gradient method Wolfe line search sufficient descent property global convergence |
