| 线搜索(LS)共轭梯度法非单调算法的全局收敛性 |
| |
| 引用本文： | 陈茜,桂胜华.线搜索(LS)共轭梯度法非单调算法的全局收敛性[J].上海第二工业大学学报,2007,24(2):98-102. |
| |
| 作者姓名： | 陈茜 桂胜华 |
| |
| 作者单位： | 同济大学应用数学系,上海,200092;上海第二工业大学理学院,上海,201029 |
| |
| 摘 要： | 非单调线搜索技巧在非线性优化中得到成功的应用与扩展,非单调线搜索下的共轭梯度法则可以提高大规模非线性优化问题的收敛速度。对LS共轭梯度法做了某些变型,在非单调线搜索下,该方法保证每次迭带都会产生下降的方向,在较弱的条件下得到算法全局收敛性。
|
| 关 键 词： | 非单调线搜索 全局收敛性 修正LS算法 无约束优化 |
| 文章编号： | 1001-4543（2007）01-0098-05 |
| 收稿时间： | 2006-07-18 |
| 修稿时间： | 2006-07-182007-01-20 |
Global Convergence of Line Search (LS) Conjugate Gradient Algorithm with Nonmonotone Technique |
| |
| CHEN Qian,GUI Sheng-hua.Global Convergence of Line Search (LS) Conjugate Gradient Algorithm with Nonmonotone Technique[J].Journal of Shanghai Second Polytechnic University,2007,24(2):98-102. |
| |
| Authors: | CHEN Qian GUI Sheng-hua |
| |
| Affiliation: | 1. Department of Applied Mathematics, Tongji University, Shanghai 200092, P.R.China; 2. School of Science, Shanghai Second Polytechnic University, Shanghai 201029, P.R.China |
| |
| Abstract: | The technique of nonmonotone line search has received many successful applications and extensions in the nonlinear optimization and the speed of convergence of conjugate gradient methods under nonmonotone line search.Change.The LS conjugate gradient method was changed in this paper,in which the technique of nonmonotone line search is used.Under mild assumption,the global convergence of the method was proved. |
| |
| Keywords: | nonmonotone line search global convergence modified LS algorithm unconstrained optimization |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《上海第二工业大学学报》浏览原始摘要信息 |
|
点击此处可从《上海第二工业大学学报》下载全文 |
