运筹学学报
運籌學學報
운주학학보
OR TRANSACTIONS
2011年
1期
85-94
,共10页
运筹学%共轭梯度法%全局收敛性%线性搜索%无约束最优化
運籌學%共軛梯度法%全跼收斂性%線性搜索%無約束最優化
운주학%공액제도법%전국수렴성%선성수색%무약속최우화
Operations research%conjugate gradient method%global convergence%line search%unconstrained optimization
由William W.Hager和张洪超提出的一种新的共轭梯度法(简称HZ方法),已被证明是一种有效的方法.本文证明了HZ共轭梯度法在Armijo型线性搜索下的全局收敛性.数值实验显示,在Armijo型线性搜索下的HZ共轭梯度法比在Wolfe线性搜索下更有效.
由William W.Hager和張洪超提齣的一種新的共軛梯度法(簡稱HZ方法),已被證明是一種有效的方法.本文證明瞭HZ共軛梯度法在Armijo型線性搜索下的全跼收斂性.數值實驗顯示,在Armijo型線性搜索下的HZ共軛梯度法比在Wolfe線性搜索下更有效.
유William W.Hager화장홍초제출적일충신적공액제도법(간칭HZ방법),이피증명시일충유효적방법.본문증명료HZ공액제도법재Armijo형선성수색하적전국수렴성.수치실험현시,재Armijo형선성수색하적HZ공액제도법비재Wolfe선성수색하경유효.
HZ's conjugate gradient method (proposed by William W. Hager and Hongchao Zhang) has been proved to be an efficient method. In this paper,we prove the global convergence of HZ's method with Armijo-type line search.Our numerical experiments show that the new algorithm are more efficient and competitive with HZ's method with Wolfe line search in most cases.
