一类修正的FR型谱共轭梯度法

A Modified FR Spectral Conjugate Gradient Method

提出了一类WFR型谱共轭梯度法,并且该算法在任何线搜索下都具有充分下降性.在标准Wolfe线搜索下,证明了新算法具有全局收敛性.数值实验结果表明新算法优于VFR法.

In this paper,a spectral conjugate gradient WFR method is put forward,which always possesses the sufficient descent property with any line search.It is proved under the standard Wolfe line search that the new spectral conjugate gradient method possesses global convergence.A series of numerical tests indicate that the new algorithm is superior to the VFR method.