吉林大学学报(理学版)

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 一类充分下降共轭梯度法的全局收敛性

林穗华   

  1. 广西民族师范学院 数学与计算机科学学院, 广西 崇左 532200
  • 收稿日期:2016-09-02 出版日期:2017-07-26 发布日期:2017-07-13
  • 通讯作者: 林穗华 E-mail:linsuihuah@163.com

Global Convergence of a Class of SufficientDescent Conjugate Gradient Methods

LIN Suihua   

  1. College of Mathematics and Computer Science, Guangxi Normal University for Nationalities, Chongzuo 532200, Guangxi Zhuang Autonomous Region, China
  • Received:2016-09-02 Online:2017-07-26 Published:2017-07-13
  • Contact: LIN Suihua E-mail:linsuihuah@163.com

摘要: 给出一类搜索方向采用保守策略的新型共轭梯度法, 在常规假设条件下得到了算法的全局收敛性结果, 并给出算法的数值实验结果. 结果表明: 相应的算法分别在强Wolfe非精确线搜索参数σ<1/4,1/3,1/2的情形下充分下降; 新算法适合于求解大型无约束优化问题.

关键词: 充分下降性, 全局收敛性, 共轭梯度法, 强Wolfe非精确线搜索, 无约束优化

Abstract: The author presented a class of new conjugate gradient methods with conservative strategy in search direction. The global convergence results of these algorithms were obtained under the condition of general assumptions, and the numerical experiment results of these algorithms were given. The results show that the corresponding algorithms are sufficient descent in the case of the strong Wolfe inexact line search parameters σ<1/4,1/3,1/2, respectively. The new algorithm is suitable for solving largescale unconstrained optimization problems.

Key words: sufficient descent property, global convergence, conjugate gradient method, strong Wolfe inexact line search, unconstrained optimization

中图分类号: 

  • O224.2