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共轭梯度法的全局收敛性(英文)
Convergence Properties of Conjugate Gradient Methods
【摘要】 探讨了在强Wolfe搜索规则下,与βPRk相关的算法的收敛性。在不需要假设目标函数为凸的情况下,证明了充分下降性及算法的全局收敛性。
【Abstract】 The global convergence is considered for any conjugate gradient method of the form d1=-g1,dk=-gk+βkdk-1(k2) with any βk connected with βPRk, and with the strong Wolfe line search conditions. The sufficient descent property and the global convergence are proved for this method, without assuming the convexity of the objective function.
【关键词】 共轭梯度算法;
全局收敛性;
强Wolfe搜索;
【Key words】 conjugate gradient method; strong Wolfe line search; global convergence;
【Key words】 conjugate gradient method; strong Wolfe line search; global convergence;
【基金】 TheNationalNaturalScienceFoundationofChina(10 1710 5 5 ) .
- 【文献出处】 工程数学学报 ,Chinese Journal of Engineering Mathematics , 编辑部邮箱 ,2003年01期
- 【分类号】O221.2
- 【被引频次】4
- 【下载频次】116