学术
国际标准刊号：ISSN 0254-7791
国内统一刊号：CN 11-2125
摘 要:
本文结合FR算法和DY算法，给出了一类新的杂交共轭梯度算法，并结合Goldstein线搜索，在较弱的条件下证明了算法的收敛性．数值实验表明了新算法的有效性．[著者文摘]
文章出处:
《计算数学》-2007年29卷2期 -137-146页
Mathematica Numerica Sinica
分 类 号:
CONVERGENCE PROPERTIES OF A HYBRID CONJUGATE GRADIENT METHODS WITH GOLDSTEIN LINE SEARCH
Jiao Baocong ,Chen Lanping ,Pan Cuiying （School of Mathematical Sciences, Capital Normal University, Beijing 100037, China）
Abstract:
In this paper, we propose a hybrid of conjugate gradient methods for unconstrained optimization based on Fletcher-Reeves Algorithm and Dai-Yuan Algorithm, which had taken the advantages of two Algorithms. The convergence of the new methods is proved with the Goldstein line search and without the descent condition. Numerical experiments show that the algorith is efficient.[著者文摘]
Key words:
Unconstrained optimization, Inexact line search, Hybrid conjugate gradient method, Global convergence
收稿日期: 2005-11-18
基金资助:
国家自然科学基金（60472071）及北京市教委科研基金（KM200710028001）资助.
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