| Armijo搜索下的谱共轭梯度法 |
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| 引用本文： | 宁亚楠,王希云. Armijo搜索下的谱共轭梯度法[J]. 太原重型机械学院学报, 2011, 0(2): 153-156 |
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| 作者姓名： | 宁亚楠 王希云 |
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| 作者单位： | 太原科技大学应用科学学院,太原030024 |
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| 基金项目： | 山西省自然科学基金（2008011013） |
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| 摘 要： | 基于Hager-Zhang提出的共轭梯度法，构造了一种新的谱风，证明了该方法不依赖于任何线搜索就具有充分下降性，并且在Armijo搜索下证明了算法的全局收敛性。数值试验表明，该方法明显优于谱DY、谱FR、谱PRP算法。
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| 关 键 词： | 无约束优化 谱共轭梯度法 Armijo搜索 全局收敛性 |
A Spectral Conjugate Gradient Method by Armijo Line Search |
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| NING Ya-nan,WANG Xi-yun. A Spectral Conjugate Gradient Method by Armijo Line Search[J]. Journal of Taiyuan Heavy Machinery Institute, 2011, 0(2): 153-156 |
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| Authors: | NING Ya-nan WANG Xi-yun |
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| Affiliation: | (School of Applied Science ,Taiyuan University of Science and Technology ,Taiyuan 030024,China) |
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| Abstract: | Based on Hager-Zhang＇s conjugate gradient formula has sufficient descent without relying on any line search. And , a new spectral is proposed to prove that this method the global convergence of corresponding algorithm by Armijo line search was validated. Numerical results show that this method is more efficient and suitable than DY spectrum algorithm, FR spectrum algorithm and PRP spectrum algorithm. |
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| Keywords: | unconstrained optimization spectral conjugate gradient method Armijo line search global convergence |
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