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运筹学学报 ›› 2011, Vol. 15 ›› Issue (1): 85-94.

• 运筹学 • 上一篇    下一篇

利用Armijo型线性搜索H'Z共轭梯度法的全局收敛性(英)

魏敬广, 张建军   

  • 出版日期:2011-03-15 发布日期:2011-03-15

Global Convergence of HZ's Conjugate Gradient  Method with Armijo-type Line Search

WEI Jing-Guang, ZHANG Jian-Jun   

  • Online:2011-03-15 Published:2011-03-15

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摘要： 由William W. Hager和张洪超提出的一种新的共轭梯度法(简称HZ方法),已被证明是一种有效的方法. 本文证明了HZ共轭梯度法在Armijo型线性搜索下的全局收敛性.数值实验显示, 在Armijo型线性搜索下的HZ共轭梯度法比在Wolfe线性搜索下更有效.

Abstract: HZ's  conjugate gradient method (proposed by William W. Hager and Hongchao  Zhang)  has been proved to be an efficient method. In this paper, we prove the global convergence of  HZ's method with Armijo-type line search.  Our numerical experiments show that the new algorithm are more efficient and competitive with HZ's method with Wolfe line search in most cases.