| 摘要: |
| 用新的PRP参数公式修改一种已知的线搜索,建立此线搜索下的共轭梯度算法,并证明算法能满足充分下降条件,而且在适当条件下全局收敛. |
| 关键词: 无约束优化 共轭梯度法 非精确线搜索 全局收敛性 |
| DOI： |
| 投稿时间：2012-03-27修订日期：2012-04-23 |
| 基金项目:国家自然科学基金项目(No.10761001);广西教育厅科研项目(No.201010LX501);广西高校优秀人才计划项目(201261)资助。 |
|
| A Modification of PRP Conjugate Gradient Method |
|
LI Yong
|
| (Department of Mathematics and Computer Science, Baise University, Baise, Guangxi, 533000, China) |
| Abstract: |
| A conjugate gradient method is presented with a known line search modified by a new PRP parameter formula,and it is proved that the sufficient descent condition is held and the global convergence is established under some proper conditions. |
| Key words: unconstrained optimization conjugate gradient method inexact line search global convergence |
