摘要
给出一种新的非单调线搜索方法,并用数值实验来验证其优越性.新方法能够确保WYL共轭梯度法的全局收敛性,实验效果比Armijo线搜索更好.
A new nonmonotone line search for the WYL conjugate gradient method is presented. The nonmonotone line search can guarantee the global convergence of WYL method. Numerical experiments show that WYL method with the nonmonotone line search is more available than Armijo method.
出处
《广西科学》
CAS
2009年第2期101-104,108,共5页
Guangxi Sciences
基金
Supported by Natural Science Foundation of China(No.10761001)
关键词
共轭梯度法
线搜索
全局收敛
conjugate gradient method ,line search, global convergence
