| 引用本文： |
-
陈翠玲,李明,曾雯琪,李略.一种新线搜索下DY共轭梯度法的全局收敛性[J].广西科学,2011,18(1):34-38. [点击复制]
- CHEN Cui-ling,LI Ming,ZENG Wen-qi,LI Lve.Global Convergence of DY Conjugate Gradient Method under a New Line Search[J].Guangxi Sciences,2011,18(1):34-38. [点击复制]
|
|
| 摘要: |
| 给出一种求解无约束优化问题的新线搜索,证明由新线搜索和DY公式产生的算法具有全局收敛性,再对此算法进行数值试验,并将其数值结果与Wolfe线搜索下PRP方法、DY方法以及另外几种线搜索下DY共轭梯度法的数值结果进行比较来验证新算法是有效的. |
| 关键词: 无约束优化 共轭梯度法 Wolfe线搜索 全局收敛性 |
| DOI： |
| 投稿时间：2010-07-09 |
| 基金项目:国家自然科学基金项目(10961006);广西教育厅科研项目(200911LX53);广西师范大学青年骨干教师和青年教师基金项目(师政科技(2009)7)资助 |
|
| Global Convergence of DY Conjugate Gradient Method under a New Line Search |
|
CHEN Cui-ling1, LI Ming2, ZENG Wen-qi1, LI Lve1
|
| (1.Department of Mathematics Science, Guangxi Normal University, Guilin, Guangxi, 541004, China;2.Department of Mathematics and Physics, Guilin University of Technology, Guilin, Guangxi, 541004, China) |
| Abstract: |
| A new line search is proposed for solving the unconstrained optimization problem.The global convergence of the new conjugate gradient algorithm, which is generated by this line search and DY conjugate gradient formula, is obtained.Further, by testing the new algorithm and comparing its numerical results with those of PRP and DY methods under WWP line search, and with those of DY methods under other line searches, the results show that this new algorithm is effective. |
| Key words: unconstrained optimization conjugate gradient method Wolfe line search global convergence |
