一类共轭梯度法的全局收敛性结果(英文)

本文证明了在Grippo Lucidi线搜索下当 βk 取βk=σ1 βPRPk +σ2 βnewk ,其中σ1 ≥ 0 ,σ2≥ 0 ,σ1 +σ2 >0 ,βnewk =gTk( gk-gk- 1 )-dTk - 1 gk - 1时一类共轭梯度法的全局收敛性 。

Modified LS Method for Unconstrained Optimization

In this paper, a new conjugate gradient formula and its algorithm for solving unconstrained optimization problems are proposed. The given formula satisfies with satisfying the descent condition. Under the Grippo-Lucidi line search, the global convergence property of the given method is discussed. The numerical results show that the new method is efficient for the given test problems.

一类非线性共轭梯度法的全局收敛性

研究求解无约束最优化问题的共轭梯度法,提出了一种新的共轭梯度类型公式,从而影响了算法产生的搜索方向,进一步影响了算法的效果,得到一类新共轭梯度法,证明了在G rippo-Luc id i线搜索下新共轭梯度法的全局收敛性.