一种全局收敛的Polak-Ribière-Polyak共轭梯度法

被引:0
|
作者
莫降涛
刘春燕
颜世翠
机构
[1] 广西大学数学与信息科学学院
[2] 广西大学数学与信息科学学院 广西南宁530004
关键词
PRP共轭梯度法; 步长公式; Armijo类型线搜索; 全局收敛性;
D O I
10.16601/j.cnki.issn1001-8743.2006.03.005
中图分类号
O224 [最优化的数学理论];
学科分类号
070105 ; 1201 ;
摘要
给出了一种新的PRP共轭梯度法.在算法中采用步长公式和Armijo类型线搜索相结合的策略,从而减少了计算量.在适当的条件下,证明了算法的全局收敛性.
引用
收藏
页码:16 / 20
页数:5
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