一类非精确线搜索下的混合共轭梯度算法

A Class of Mixed Conjugate Gradient Methods With Inexact Line Search

给出了一类在非精确线搜索下的混合共轭梯度算法,对李荣生提出的NCG算法进行了改进,在算法的迭代过程中,保持了迭代方向的下降性,在较弱的条件下证明了全局收敛性,数值试验表明该算法是相当有效的.

This paper presents a class of mixed conjugate gradient method with inexact line search. We improve the NCG Algorithms proposed by Li Rongsheng, We can guarantee the descent property and global convergence under the Wolfe line search. Numerical results show that the method in this paper is effective.