摘要
文章提出了一种用于求解无约束优化问题的修正的WYL共轭梯度法,该算法在不依赖任何线性搜索的情况能够始终产生充分下降方向.在适当的条件下,采取了Armijo线性搜索的该算法具有全局收敛性,最后,我们给出相应的数值结果说明该算法是有效的.
In this paper,we proposed a modified WYL conjugate gradient method for solving un-constrained optimization problem.The method can always generate sufficient descent method independent of any line search used.Under suitable condition,the global convergence with Armijo line search is established.At last,we present numerical results to show thee efficiency of the proposed method.
出处
《红河学院学报》
2011年第4期23-26,共4页
Journal of Honghe University
关键词
无约束优化问题
共轭梯度法
Armijo线性搜索
充分下降性
全局收敛性
unconstrained optimization problem
conjugate gradient method
Armijo line search
sufficient descent property
global convergence
