强Wolfe-Powell线搜索下共轭梯度法的全局收敛性

J4 ›› 2008, Vol. 43 ›› Issue (5): 54-57 .doi:

强Wolfe-Powell线搜索下共轭梯度法的全局收敛性

刘利英¹,李莹^1,2

1. 聊城大学数学科学学院,山东聊城 252059; 2. 上海理工大学管理学院, 上海 200093

收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2006-10-24 发布日期:2006-10-24
通讯作者: 刘利英

Global convergence of a conjugate gradient method with strong Wolfe-Powell line search

LIU Li-ying¹, LI Ying ^1,2

1. Department of Mathematics Science, Liaocheng University, Liaocheng 252059, Shandong, China;2. Department of Administration, Shanghai Polytechnic University, Shanghai 200093, China

Received:1900-01-01 Revised:1900-01-01 Online:2006-10-24 Published:2006-10-24
Contact: LIU Li-ying

摘要/Abstract

摘要：

给出一类求解非线性无约束优化问题的共轭梯度新算法。在强Wolfe-Powell线搜索下所给公式具有充分下降性, 所给该新算法具有全局收敛性。

关键词: 共轭梯度法;线搜索;充分下降性;全局收敛性

Abstract:

A new kind of conjugate gradient algorithm for solving nonlinear unconstrained optimization was proposed. This conjugate gradient method with strong Wolfe-Powell line search satisfies the sufficient descent property, and this new kind of conjugate gradient algorithm with strong Wolfe line search possess the global convergence property.

Key words: conjugate gradient method; line search; sufficient descent; global convergence

中图分类号:

O224

刘利英,李莹, . 强Wolfe-Powell线搜索下共轭梯度法的全局收敛性[J]. J4, 2008, 43(5): 54-57 .

LIU Li-ying,LI Ying , . Global convergence of a conjugate gradient method with strong Wolfe-Powell line search[J]. J4, 2008, 43(5): 54-57 .

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