摘要: |
基于修正LS共轭梯度法,给出合适的初始步长,使采用Armijo线搜索的迭代过程满足充分下降性.在较弱的条件下,证明算法具有全局收敛性和至少线性收敛速率. |
关键词: 共轭梯度法 Armijo线搜索 全局收敛性 线性收敛速率 |
DOI: |
投稿时间:2011-01-07修订日期:2011-05-23 |
基金项目:广西壮族自治区教育厅科研项目(201012MS215)和广西民族师范学院科研项目(200909)资助。 |
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Convergence Properties of the Modified LS Conjugate Gradient Method with Armijo Line Search |
HUANG Hai
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(Department of Mathematics and Computer Science, Guangxi Normal University for Nationalities, Chongzuo, Guangxi, 532200, China) |
Abstract: |
Appropriate condition for the initial stepsize is proposed based on the modified LS conjugate method, which make the sufficient descent property hold at each iteration with Armijo line search.Global convergence and linear convergence rate of the corresponding algorithm are proved under some mild conditions. |
Key words: conjugate gradient method Armijo line search global convergence linear convergence rate |