包含FR方法的一类无约束极小化方法的全局收敛性
포함FR방법적일류무약속겁소화방법적전국수렴성
Global Convergence of a Class of Unconstrained Minimization Methods Including the FR Method
  • 万方数据
    运筹学学报 운주학학보
    OR TRANSACTIONS
    2004年 4期 1-9 ,共9页

    杜学武%韩伯顺%张连生

    두학무%한백순%장련생

    运筹学%无约束优化%共轭梯度法%Fletcher-Reeves方法%线搜索%全局收敛性 運籌學%無約束優化%共軛梯度法%Fletcher-Reeves方法%線搜索%全跼收斂性
    운주학%무약속우화%공액제도법%Fletcher-Reeves방법%선수색%전국수렴성
    OR%unconstrained optimization%conjugate gradient method%Fletcher Reeves method%line search%global convergence
    本文对包含Fletcher-Reeves共轭梯度法的一类无约束最优化方法的全局收敛性进行了研究.Fletcher-Reeves方法的某些性质在收敛性分析中起着重要的作用.我们以一种简单的方式证明了这类方法在一种Wolfe型非精确线搜索条件下对光滑的非凸函数具有下降性和全局收敛性.全局收敛性结果也被推广到了一种广义Wolfe型非精确线搜索.
    본문대포함Fletcher-Reeves공액제도법적일류무약속최우화방법적전국수렴성진행료연구.Fletcher-Reeves방법적모사성질재수렴성분석중기착중요적작용.아문이일충간단적방식증명료저류방법재일충Wolfe형비정학선수색조건하대광활적비철함수구유하강성화전국수렴성.전국수렴성결과야피추엄도료일충엄의Wolfe형비정학선수색.
    This paper investigates the global convergence of a class of minimization methods including the Fletcher-Reeves conjugate gradient method for unconstrained optimization.Some properties of the Fletcher-Reeves method play an important role in the analysis.In a simple way, we prove that for a kind of Wolfe-type inexact line search conditions the methods have the descent property and the global convergence on smooth, nonconvex functions. The global convergence result is also extended to a kind of generalized Wolfetype line searches.
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