陈翠玲,陈玉.无线搜索共轭梯度法的全局收敛性[J].数学研究及应用,2018,38(5):541~550
无线搜索共轭梯度法的全局收敛性
Global Convergence of Conjugate Gradient Methods without Line Search
投稿时间:2017-10-27  修订日期:2018-06-06
DOI:10.3770/j.issn:2095-2651.2018.05.011
中文关键词:  
英文关键词:unconstrained optimization  conjugate gradient method  line search  global convergence
基金项目:
作者单位
陈翠玲 广西师范大学数学与统计学院, 广西 桂林 541004
匹兹堡大学计算与信息学院, 美国宾州 匹兹堡 15238 
陈玉 广西师范大学数学与统计学院, 广西 桂林 541004 
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中文摘要:
      
英文摘要:
      In this paper, a new steplength formula is proposed for unconstrained optimization, which can determine the step-size only by one step and avoids the line search step. Global convergence of the five well-known conjugate gradient methods with this formula is analyzed, and the corresponding results are as follows: (1) The DY method globally converges for a strongly convex $LC^1$ objective function; (2) The CD method, the FR method, the PRP method and the LS method globally converge for a general, not necessarily convex, $LC^1$ objective function.
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