摘要
共轭梯度法是求解无约束优化问题的一种重要的方法。本文提出一族新的共轭梯度法,证明了其在推广的Wolfe非精确线搜索条件下具有全局收敛性。最后对算法进行了数值实验,实验结果验证了该算法的有效性。
Conjugate gradient method is a method for solving nonlinear optimization problems. In this paper a class of new conjugate gradient methods are presented, with which the global convergence with generalized Wolfe line search is proven. Finally, some numerical tests have been done and the results show that the algorithm is effective.
出处
《运筹与管理》
CSCD
2008年第1期38-41,共4页
Operations Research and Management Science
关键词
共轭梯度法
共轭下降法
WOLFE线搜索
全局收敛性
conjugate gradient method
conjugate decent method
Wolfe line search
global convergence
