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一类共轭梯度算法的全局收敛性(英文)

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Indexed by:期刊论文

Date of Publication:1999-01-01

Journal:运筹学学报

Included Journals:CSCD

Volume:3

Issue:2

Page Number:46

ISSN No.:1007-6093

Key Words:Fletcher-Reeves方法; 线搜索; 无约束最优化; 共轭梯度算法

Abstract:本文证明了一类共轭梯度算法的全局收敛性,其中参数βk满足|βk|≤β,并且αk满足放宽了的强Wolfe线搜索(max{σ1,σ2}≤1/2).

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