| 广义Wolfe线搜索下共轭梯度法的全局收敛性 |
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| 引用本文： | 卿倩,胡娟娟,王硕.广义Wolfe线搜索下共轭梯度法的全局收敛性[J].桂林电子科技大学学报,2011,31(4):342-344. |
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| 作者姓名： | 卿倩 胡娟娟 王硕 |
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| 作者单位： | 桂林电子科技大学数学与计算科学学院,广西桂林,541004 |
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| 基金项目： | 国家自然科学基金(11061011); 广西高校优秀人才资助项目([2009]156) |
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| 摘 要： | 共轭梯度法是求解大规模约束问题的有效算法,不同的参数选取构成不同的共轭梯度法.通过研究一个新的求解无约束最优化问题的共轭梯度法,证明该公式在广义Wolfe线搜索下是具有充分下降性,并且是全局收敛的.
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| 关 键 词： | 共轭梯度法 充分下降性 广义Wolfe准则 全局收敛性 |
Global convergence of conjugate gradient method with general wolfe line search |
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| Qing Qian,Hu Juanjuan,Wang Shuo.Global convergence of conjugate gradient method with general wolfe line search[J].Journal of Guilin Institute of Electronic Technology,2011,31(4):342-344. |
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| Authors: | Qing Qian Hu Juanjuan Wang Shuo |
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| Affiliation: | Qing Qian,Hu Juanjuan,Wang Shuo(School of Mathematics and Computational Science,Guilin University of Electronic Technology,Guilin 541004,China) |
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| Abstract: | In the ordinary circumstances,conjugate gradient method is the effective algorithm which solves the large-scale restraint question.Different parameter selected constructs different conjugate gradient method.A novel conjugate gradient method for solving nonlinear unconstrained optimization problem is studied,the sufficient descent property and global convergence of the new conjugate gradient method with general Wolfe line search are proved. |
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| Keywords: | conjugate gradient method sufficient descent property general wolfe line search global convergence |
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