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-  2017 

Wolfe线搜索下充分下降性的FR型共轭梯度法
A Sufficient Descent FR Type Conjugate Gradient Method Under the Wolfe Line Search

DOI: 10.13718/j.cnki.xdzk.2017.07.014

Keywords: 共轭梯度法, 充分下降性, 全局收敛性, Wolfe线搜索
conjugate gradient algorithm
, sufficient descent property, global convergence, Wolfe line search

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Abstract:

在FR共轭梯度法的基础之上,提出了一种新的共轭梯度法.在标准的Wolfe线搜索下,证明了该算法的充分下降性和收敛性.最后,给出初步的数值实验结果并表明该方法是有效的.
In this paper, based on the FR conjugate gradient method, a new conjugate gradient method is proposed. Under the standard Wolfe line search, the sufficient descent property and the global convergence are proved. Finally, preliminary numerical results are reported, which show that the proposed method is valid

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