Wolfe线搜索下的全局收敛修正 HS共轭梯度法
Wolfe선수색하적전국수렴수정 HS공액제도법
Globally convergent modified HS conj ugate gradient method with Wolfe line searching
  • 万方数据
    桂林电子科技大学学报 계림전자과기대학학보
    JOURNAL OF GUILIN UNIVERSITY OF ELECTRONIC TECHNOLOGY
    2015年 2期 162-165 ,共4页

    李双安%朱志斌%杨柳笑%陈凤华

    리쌍안%주지빈%양류소%진봉화

    无约束优化%共轭梯度法%Wolfe线搜索%全局收敛性 無約束優化%共軛梯度法%Wolfe線搜索%全跼收斂性
    무약속우화%공액제도법%Wolfe선수색%전국수렴성
    unconstrained optimization%conj ugate gradient method%Wolfe line searching%global convergence
    为解决大规模无约束优化问题，基于Wolfe线搜索技术，提出新的修正 HS共轭梯度法。在水平集有界和梯度Lip-schitz连续的条件下，证明新算法具有全局收敛性。数值实验证实此算法有效可行。
    위해결대규모무약속우화문제，기우Wolfe선수색기술，제출신적수정 HS공액제도법。재수평집유계화제도Lip-schitz련속적조건하，증명신산법구유전국수렴성。수치실험증실차산법유효가행。
    Based on Wolfe line searching technology,a modified HS conjugate gradient method for large-scale unconstrained optimization problem is presented.When level set is bounded and gradient is Lipschitz continuous,the global convergence of the new method is proved.Numerical experiments show that the proposed algorithm is feasible and effective.
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