期刊文献+

改进的共轭梯度法及其收敛性 被引量:2

Gobal Convergence of Modified Conjugate Gradient Methods
原文传递
导出
摘要 本文对无约束最优化问题提出一类改进的共轭梯度法。该算法采用一类非精确线搜索,扩大了迭代参数的选取范围,并在目标函数连续可微的条件下,证明了算法的全局收敛性。 In this paper,a class of modified conjugate gradient methods for unconstrained optimization problem is presented,which used a sort of inexact line-search and extented the range of the iterative parameter. (Jlobal convergence of such a method is proved under the condition that the objective function is continuously differentiable.
出处 《数学的实践与认识》 CSCD 1999年第2期134-139,共6页 Mathematics in Practice and Theory
基金 北京市教委科研基金资助
  • 相关文献

同被引文献11

  • 1Zoutendijk G. Nonlinear programming computational methods[ M]//Abadie J. Inter and Nonlinear programming. Amsterdam: North - Holland, 1970:37 - 86.
  • 2Al- Baali M. Descent property and globally convergence of the Fletcher:Reeves method with inexact line searches [J]. Journal of Numerical Analysis, 1985 (5) : 121 - 124.
  • 3Liu Y,Storey C. Efficient generalized conjugate gradient algorithms Part 1 :Theory [ J ]. JOTA, 1991,69 ( 1 ) :129 - 137.
  • 4Liu Y, Storey C. Efficient generalized conjugate gradient algorithms Part2: Implementation [ J ]. JOTA, 1991,69 ( 1 ) :139 - 152.
  • 5Touati - Ahmed D, Storey C. Efficient hybrid conjugate gradient technique [ J ]. JOTA, 1990,64 (2) : 379 - 397.
  • 6Hu Y F, Storey C. Global convergence result for conjugate gradient methods [ J ]. JOTA, 1991,71 (2) : 399 - 405.
  • 7Fletcher B, Reeves C M. Function minimization by conjugate gradients [ J ]. Computer Journal, 1964 (7) : 149 - 154.
  • 8Polak E, Ribiere G. Note Sun In convergences methods des directions conjugees [ J ]. Rov. Fr. Inr. Rech. Oper. , 1969 (18) :35 - 43.
  • 9Powell M J D. Non - convex minimization and the conjugate gradient method [ M ]//Lecture Notes in Mathematics 1006. Berlin.- Springer - Verlag, 1984:122 - 124.
  • 10徐成贤,陈志平,李乃成.近代优化方法[M].北京:科学出版社,2005.79-84.

引证文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部