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Wolfe线搜索下的一个修正DY谱共轭梯度法

A Modified DY Spectral Conjugate Gradient Method Based on Wolfe Line Searching
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摘要 对比传统梯度法,谱梯度算法有很好的加速效果。在经典DY型共轭梯度法的基础上,提出了一种修正DY谱共轭梯度法,利用Wolfe线搜索步长规则,在适当的假设条件下证明了算法的全局收敛性。 Compared with the traditional gradient method,the spectral gradient algorithm has a good acceleration effect.Based on the classic DY conjugate gradient method,a modified DY spectral conjugate gradient method is proposed.By using wolfeline search step rules,it proves the global convergence of the algorithm under the appropriate assumptions.
作者 房明磊 孙敏
出处 《长江大学学报(自然科学版)》 CAS 2018年第13期7-10,共4页 Journal of Yangtze University(Natural Science Edition)
基金 国家自然科学基金资助项目(11361018,11401008,61472003,11601007) 安徽省教育厅自然科学基金重点资助项目(KJ2014A064)
关键词 谱共轭梯度法 充分下降性 线搜索 全局收敛性 spectral conjugate gradient method sufficiently decent property Wolfe line searching global convergence
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