摘要
基于共轭和下降性质,提出了一种强迫下降的三项共轭梯度法,证明了算法在Wolfe线搜索下的全局收敛性,并进行了数值比较实验.理论与数值试验结果表明这个算法是一个值得研究的方法.
From conjugacy and descent conditions, a kind of forced descent three-term conjugate gradient method is presented, with wchich the global convergence is proved under the Wolfe line search. Finally, the numerical experiment is carried out. Theoretical and numerical results show that this new algorithm is an effective algorithm which is worth studying.
出处
《数值计算与计算机应用》
CSCD
2012年第3期181-188,共8页
Journal on Numerical Methods and Computer Applications
基金
国家自然科学基金(11071117
11001128)资助
关键词
无约束优化
三项共轭梯度法
充分下降条件
共轭条件
全局收敛
Unconstrained optimization
three-term conjugate gradient method
sufficient descent condition
conjugacy condition, global convergence
