一种新的Goldstein线搜索下的共轭梯度方法  

A New Nonlinear Conjugate Gradient Method with Goldstein Line Searches

作　　者：朱志伟 

机构地区：[1]广西电大梧州市分校,广西梧州543000

出　　处：《广西民族学院学报（自然科学版）》2004年第1期76-79,共4页Journal of Guangxi University For Nationalities(Natural Science Edition)

摘　　要：将一个修正的FR公式和Goldstein线搜索结合,得到一种新的共轭梯度方法.假设目标函数f(x)inf‖gk‖=0意义下的全局收敛在水平集上有下界且二次连续可微,证明了这种方法具有limk∞性.数值结果表明这种方法是很有效的.In this paper,based on a modified FR formula,we propose a new conjugate gradient method with Goldstein line searches. Assuming that the objective function f(x) is bounded from blew and is twice continuously differentiable on its level set,we proved that this method converge globally with limk∞ inf ‖g_k‖=0.Preliminary numerical results show that the proposed method is very effective.

关 键 词：共轭梯度方法 GOLDSTEIN线搜索 全局收敛 

分 类 号：O221.2[理学—运筹学与控制论]