摘要
假设目标函数f（x）在水平集上有下界且二次连续可微，证明了带Goldstein线搜索的共轭梯度法产生的搜索方向dk是下降方向，并有。作为一种特殊情形，得到了带Goldstein线搜索的Fletcher－Reeves方法的全局收敛性。
Assuming that the objective function f(x) is bounded from below and istwice continuously differentiable on its level set, it is approved that the search directionsgenerated by the conjugate gradient with Goldstein line searches are descent, and. As a special case, the global convergence property of the Fletcher-Reeves method with Goldstein line searches is derived.
出处
《中国农业大学学报》
CAS
CSCD
北大核心
1996年第4期15-18,共4页
Journal of China Agricultural University
基金
国家自然科学基金
北京市自然科学基金
关键词
共轭梯度法
Goldstein线
线搜索
全局收敛性
conjugate gradient method
Fletcher-Reeves method
Goldstein line search
global convergence
