一种带扰动项的修正PRP共轭梯度法的全局收敛性

Global Convergence of a Modified PRP Conjugate Gradient Methods with Perturbations

提出了一种搜索方向带扰动项的修正PRP共轭梯度法。在主方向充分下降的情况下,证明采用强wolfe搜索时,算法是全局收敛的。最后给出了初步的数值试验结果。

In this paper,we propose a modified PRP conjugate gradient methods with perturbations in the search direction.Under the condition that the main direction displays sufficient descent,the method is proved to be globally convergent with the strong wolfe linesearch.At last,the initial numerival experimental results are presented.