数学季刊 ›› 2015, Vol. 30 ›› Issue (3): 408-415.doi: 10.13371/j.cnki.chin.q.j.m.2015.03.011

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一种杂交共轭梯度方法的全局收敛性

  

  1. College of Marxism and General Education, Chongqing College of Electronic Engineering
  • 收稿日期:2014-05-04 出版日期:2015-09-30 发布日期:2020-11-20
  • 作者简介:WU Xue-sha(1983-), female, native of Chongqing, a lecturer of Chongqing College of Electronic Engineering, engages in optimization theory and applications.

Global Convergence of a Hybrid Conjugate Gradient Method

  1. College of Marxism and General Education, Chongqing College of Electronic Engineering
  • Received:2014-05-04 Online:2015-09-30 Published:2020-11-20
  • About author:WU Xue-sha(1983-), female, native of Chongqing, a lecturer of Chongqing College of Electronic Engineering, engages in optimization theory and applications.

摘要: Conjugate gradient method is one of successful methods for solving the unconstrained optimization problems. In this paper, absorbing the advantages of FR and CD methods, a hybrid conjugate gradient method is proposed. Under the general Wolfe linear searches, the proposed method can generate the sufficient descent direction at each iterate,and its global convergence property also can be established. Some preliminary numerical results show that the proposed method is effective and stable for the given test problems. 

关键词: conjugate gradient method, general Wolfe linear search, su±cient descent condition, global convergence

Abstract: Conjugate gradient method is one of successful methods for solving the unconstrained optimization problems. In this paper, absorbing the advantages of FR and CD methods, a hybrid conjugate gradient method is proposed. Under the general Wolfe linear searches, the proposed method can generate the sufficient descent direction at each iterate,and its global convergence property also can be established. Some preliminary numerical results show that the proposed method is effective and stable for the given test problems. 

Key words: conjugate gradient method, general Wolfe linear search, su±cient descent condition, global convergence

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