| 修正Armijo线搜索下共轭梯度法的收敛性 |
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| 引用本文： | 史卫娟,朱志斌,朱华丽.修正Armijo线搜索下共轭梯度法的收敛性[J].桂林电子科技大学学报,2013(5):416-419. |
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| 作者姓名： | 史卫娟 朱志斌 朱华丽 |
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| 作者单位： | 桂林电子科技大学数学与计算科学学院,广西桂林541004 |
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| 基金项目： | 国家自然科学基金（10661011）;广西自然科学基金（2012GXNSFFA060003） |
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| 摘 要： | 为解决传统线搜索下没有全局收敛性,提出修正Armijo线搜索下共轭梯度法。通过估计目标函数导数的Lipschitz常数,能在每一步迭代中找到合适的步长,以保证全局收敛性,提高实际运算中的有效性。
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| 关 键 词： | 无约束优化问题 共轭梯度法 全局收敛性 |
Convergence of conjugate gradient method with modified Armijo-type line search |
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| Shi Weijuan,Zhu Zhibin,Zhu Huali.Convergence of conjugate gradient method with modified Armijo-type line search[J].Journal of Guilin Institute of Electronic Technology,2013(5):416-419. |
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| Authors: | Shi Weijuan Zhu Zhibin Zhu Huali |
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| Affiliation: | (School of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin 541004, China) |
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| Abstract: | The conjugate gradient method is a useful technique for solving large-scale minimization problems, but a con- jugate gradient method is not global convergence under traditional line searche. So a conjugate gradient method with modified Armijo-type line search is proposed. By estimating the Lipschitz constant for the derivative of the objective functions, the suitable step size can be found to guarantee the global convergence and improve the calculation effectiveness. |
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| Keywords: | unconstrained optimization problem conjugate gradient method global convergence |
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