一类具有非单调线搜索的混合共轭梯度算法  

A Class of Hybrid Conjugate Gradient Methods with Nonmonotone Line Search

作　　者：陈兰平[1] 于静静[1] 焦宝聪[1] 

机构地区：[1]首都师范大学数学科学学院,北京100037

出　　处：《数学的实践与认识》2008年第19期101-107,共7页Mathematics in Practice and Theory

基　　金：国家自然科学基金(60472071);北京市教委科研基金资助(KM200710028001)

摘　　要：提出一类求解无约束最优化问题的混合共轭梯度算法,新算法有机地结合了DY算法和HS算法的优点,并采用非单调线搜索技术在较弱条件下证明了算法的全局收敛性.数值实验表明新算法具有良好的计算效能.We presents a class of hybrid conjugate gradient methods for unconstrained optimization based on Hestenes-Stiefel Algorithms and Dai-Yuan Algorithms, which had taken the advantages of two Algorithms. The convergence of the new methods is proved with nonmonotone line search and without the descent condition. Numerical experiments show that the algorith is efficient.

关 键 词：无约束最优化 非单调线搜索 混合共轭梯度法 全局收敛性 

分 类 号：O224[理学—运筹学与控制论] O221.2[理学—数学]