| 一类基于Armijo搜索的改进DY共轭梯度法及其全局收敛性 |
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| 引用本文： | 董晓亮,高岳林,何郁波. 一类基于Armijo搜索的改进DY共轭梯度法及其全局收敛性[J]. 数值计算与计算机应用, 2011, 32(4): 253-258 |
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| 作者姓名： | 董晓亮 高岳林 何郁波 |
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| 作者单位： | 1. 北方民族大学信息与计算科学学院,银川,750021
2. 怀化学院数学研究所数学与应用数学系,湖南怀化,418008 |
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| 基金项目： | 国家自然科学基金，宁夏高等学校科学研究项目，北方民族大学自主科研基金 |
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| 摘 要： | 本文通过结合MFR方法与MDY方法，对搜索方向进行调整，提出了一类求解无约束优化问题的修正DY共轭梯度法，该法在每步迭代都能不依赖于任何搜索而自行产生充分下降方向．在适当的条件下，证明了在Armijo搜索下对于非凸的优化问题，本文算法是全局收敛的．数值实验表明本文算法是有效的．
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| 关 键 词： | 共轭梯度法 全局收敛性 充分下降条件 Armijo搜索 |
GLOBAL CONVERGENCE OF AN IMPROVED DY CONJUGATE GRADIENT METHOD WITH ARMIJO LINE SEARCH |
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| Dong Xiaoliang,Gao Yuelin,He Yubo. GLOBAL CONVERGENCE OF AN IMPROVED DY CONJUGATE GRADIENT METHOD WITH ARMIJO LINE SEARCH[J]. Journal on Numerical Methods and Computer Applications, 2011, 32(4): 253-258 |
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| Authors: | Dong Xiaoliang Gao Yuelin He Yubo |
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| Affiliation: | Dong Xiaoliang Gao Yuelin (School of Information and Computation Science,Beifang University for Nationalies,Yinchuan 750021,China) He Yubo (Institute of Mathematics,Department of Mathematics and Applied Mathematics,Huaihua University,Huaihua 418008,Hunan,China) |
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| Abstract: | By taking a little modification to the search direction,an improved Dai-Yuan conjugate gradient method for unconstrained optimization based on modified Fletcher-Reeves algorithm and modified Dai-Yuan algorithm is proposed,which provides automatically a sufficient descent direction for the objective function at each iteration.Under mild conditions,the given method with Armijo line search converges globally even if the minimization function is nonconvex.The numerical results show that the new technique works ... |
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| Keywords: | conjugate gradient method global convergence sufficient descent condition Armijo line search |
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