一种Armijo搜索下的谱共轭梯度法  

A Spectral Conjugate Gradient Method Under Armijo Search

作　　者：姜彬[1] 王希云[1] 

机构地区：[1]太原科技大学应用科学学院,太原030024

出　　处：《太原科技大学学报》2013年第6期464-467,共4页Journal of Taiyuan University of Science and Technology

摘　　要：基于文献[6]中的βb k的构造方法,提出了一种新的谱共轭梯度法,证明了该方法不依赖于任何线搜索具有充分下降性,在Armijo线搜索下证明了算法具有全局收敛性。数值试验结果表明:在Armijo线搜索下,该方法明显优于SFRA、SPRPA算法。Based on the construction method of literature [ 6 ], this paper proposes a new spectrum conjugate gradi- ent method, which shows that the method is not dependent on any line search and has enough drop characteristic. The algorithm is proved to have global convergence under Armijo line search. Numerical test results show that：, this method under Armijo line search is superior to SFRA, SPRPA algorithm.

关 键 词：无约束优化 谱共轭梯度法 ARMIJO搜索 全局收敛性 

分 类 号：O224[理学—运筹学与控制论]