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| 线搜索下带误差项的Dai-Yuan共轭梯度算法 | |
| 引用本文： | 李梅霞,王长钰. 线搜索下带误差项的Dai-Yuan共轭梯度算法[J]. 工程数学学报, 2006, 23(5): 891-900 |
| 作者姓名： | 李梅霞 王长钰 |
| 作者单位： | 潍坊学院数学系,潍坊,261061;大连理工大学应用数学系,大连,116024;曲阜师范大学运筹与管理学院,曲阜,273165;大连理工大学应用数学系,大连,116024 |
| 摘 要： | 本文在共轭梯度不能精确计算的情况下,采用Wolfe或Armijo步长规则研究了带误差项的Dai-Yuan(abbr．DY)共轭梯度法,我们的方法的一个很重要的特征就是步长不一定趋于零。这种特征使得我们的分析对许多实际问题很有用。我们在很一般的假设条件下证明了算法的全局收敛性。最后给出了数值算例。 |
| 关 键 词： | 共轭梯度法 全局收敛性 误差 |
| 文章编号： | 1005-3085(2006)05-0891-10 |
| 收稿时间： | 2004-11-08 |
| 修稿时间： | 2004-11-08 |
Dai-Yuan Conjugate Gradient Method with Linesearch in the Presence of Errors |
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| LI Mei-xia,WANG Chang-yu. Dai-Yuan Conjugate Gradient Method with Linesearch in the Presence of Errors[J]. Chinese Journal of Engineering Mathematics, 2006, 23(5): 891-900 | |
| Authors: | LI Mei-xia WANG Chang-yu |
| Affiliation: | 1- Department of Mathematics, Weifang University, Weifang 261061; 2- Institute of Operations Research, Qufu Normal University, Qufu 273165; 3- Department of Applied Mathematics, Dalian University of Technology, Dalian 116024 |
| Abstract: | We consider a kind of Dai-Yuan(Abbr.DY)conjugate gradient method with Wolfe or Armijo stepsize rules in the case where the conjugate gradient is computed inexactly.An important novel feature in our theoretical analysis is that the stepsizes do not tend to zero in the limit necessarily.This feature makes our analysis applicable to various difficult problems encountered in practice.We prove the global convergence of the method raider mild conditions.At the end of this paper,we give the numerical results. |
| Keywords: | conjugate gradient method global convergence error |
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