摘要
给出了一个混合的HS-FR共轭梯度算法,其中参数βk=max{0,min}.在无充分下降性条件下,得到两个收敛性定理──定理3与定理4.其中定理3在下降条件与强Wolfe搜索准则下证明了梯度序列必有零聚点;定理4是定理3的改进,它表明在没有下降条件下定理3的结论仍然成立.
A mixed HS-FR conjugate gradient algorithm, in which parameter βk is chosen as βk= max { 0,min }, is proposed. Two convergence theorems without the sufficientdescent condition──theorem 3 and theorem 4, for the mixed HS-FR algorithm, are given.Theorem 3 proves that the sequence of generated gradients has a zero cluster under the descentcondition and the strong Wolfe search rule. Theorem 4 is an improvement of theorem3 which shows that the consequence of theorem 3 is still valid without the descent condition.
出处
《大连理工大学学报》
CAS
CSCD
北大核心
1999年第2期132-136,共5页
Journal of Dalian University of Technology
基金
国家自然科学基金!19571015
关键词
最佳化
共轭梯度法
无约束最优化
混合HS-FR法
unconstrained
optimization
conjugate gradient method/mixed HS-FRmethod
global convergcnce