| 一种带扰动项的修正PRP共轭梯度法的全局收敛性 |
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| 引用本文： | 冀诚俊,王希云.一种带扰动项的修正PRP共轭梯度法的全局收敛性[J].太原重型机械学院学报,2011(5):410-412. |
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| 作者姓名： | 冀诚俊 王希云 |
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| 作者单位： | 太原科技大学应用科学学院,太原030024 |
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| 摘 要： | 提出了一种搜索方向带扰动项的修正PRP共轭梯度法。在主方向充分下降的情况下,证明采用强wolfe搜索时,算法是全局收敛的。最后给出了初步的数值试验结果。
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| 关 键 词： | 无约束优化 共轭梯度法 wolfe线搜索 扰动项 全局收敛性 |
Global Convergence of a Modified PRP Conjugate Gradient Methods with Perturbations |
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| JI Cheng-jun,WANG Xi-yun.Global Convergence of a Modified PRP Conjugate Gradient Methods with Perturbations[J].Journal of Taiyuan Heavy Machinery Institute,2011(5):410-412. |
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| Authors: | JI Cheng-jun WANG Xi-yun |
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| Affiliation: | (School of Applied Sciences,Taiyuan University of Science and Technology,Taiyuan 030024,China) |
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| Abstract: | In this paper,we propose a modified PRP conjugate gradient methods with perturbations in the search direction.Under the condition that the main direction displays sufficient descent,the method is proved to be globally convergent with the strong wolfe linesearch.At last,the initial numerival experimental results are presented. |
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| Keywords: | conjugate gradient method perturbation Wolfe line search global convergence |
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