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一种新的修正Liu-Storey共轭梯度法的全局收敛性(英文)
Global convergence of a new conjugate gradient method for modified Liu-Storey formula
【摘要】 在Liu-Storey(LS)公式的基础上给出了一个修正的共轭梯度公式βkMLS.证明了该新公式在Wolfe-Powell线搜索下,甚至在强Wolfe-Powell线搜索下,在满足σ∈(0,1/2)的同时,新算法具有充分下降性和全局收敛性.数值结果展现了算法的可行性.
【Abstract】 In this paper,a modified conjugate gradient formulaβkMLS based on the formula of the Liu-Storey(LS) nonlinear conjugate gradient method was proposed.It was proved that under the Wolfe-Powell line search and even under the strong Wolfe-Powell line search, with parameterσ∈(0,1/2),the new method has sufficient descent and global convergence properties.Preliminary numerical results show that the method is very promising.
【关键词】 无约束优化;
共轭梯度法;
SWP线搜索;
全局收敛性;
【Key words】 unconstrained optimization; conjugate gradient method; SWP line search; global convergence;
【Key words】 unconstrained optimization; conjugate gradient method; SWP line search; global convergence;
- 【文献出处】 华东师范大学学报(自然科学版) ,Journal of East China Normal University(Natural Science) , 编辑部邮箱 ,2010年01期
- 【分类号】O224
- 【被引频次】5
- 【下载频次】119