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Armijo型线搜索一个修正LS共轭梯度法的全局收敛性 被引量：3

Global Convergence of a Modified LS Conjugate Gradient Method with an Armijo-Type Line Search
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摘要 提出一个新的修正Liu-Storey共轭梯度(MLSCG)算法。在精确线搜索下MLSCG算法化归为标准的Liu-Sto-rey(LS)共轭梯度算法。MLSCG算法产生的搜索方向不依赖于所使用的线搜索准则而具有充分下降性。本文证明了MLSCG算法在一个Armijo型线搜索下具有全局收敛性。数值试验表明,对于多数算例MLSCG算法比PRP、HS、LS等算法具有更好的计算结果。 This article presents a new modified Liu-Storey conjugate gradient （MLSCG） algorithm. MLSCG algorithm reduces to the Liu-Storey conjugate gradient method when the exact line search is used. MLSCG algorithm possesses the sufficient de- scent property without relying on the line search be used. The global convergence of MLSCG algorithm with an Armijo-type line search is proved. Preliminary numerical results show that MLSCG algorithm is efficient.
作者 孟继东 杜学武
机构地区 重庆师范大学数学学院
出处 《重庆师范大学学报（自然科学版）》 CAS 北大核心 2012年第6期6-8,共3页 Journal of Chongqing Normal University:Natural Science
基金 国家自然科学基金(No.10971241 No.11171363) 重庆师范大学自然科学基金(No.08XLR022)
关键词 共轭梯度法 Liu-Storey共轭梯度法 ARMIJO型线搜索 全局收敛性 conjugate gradient method Liu-Storey conjugate gradient method Armijo-type line search global convergence
分类号 O221.2 [理学—运筹学与控制论]
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参考文献13

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共引文献34

同被引文献22

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引证文献3

二级引证文献5

重庆师范大学学报（自然科学版）
2012年 第6期

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