理论数学

Vol.1 No.1 (April 2011)

一个三项共轭梯度算法及其收敛性
A Three- Terms Conjugate Gradient Algorithm and Its Convergence

 

作者:

陈海

 

关键词:

共轭梯度充分下降收敛性Conjugate Gradient Sufficient Descent Property Convergence.

 

摘要:

本文给出一个三项共轭梯度算法,搜索方向在不需要任何线搜索的条件下,拥有充分下降性条件,在此方向的定义中,不但拥有梯度值信息还拥有函数值信息,证明了全局收敛性并给出数值检验结果。

In this paper, a three- terms conjugate gradient method is proposed .The search direction possesses the sufficient descent property without any line search. Moreover, the search direction has not only the gradient value but also function value. The global convergence will be established and the numerical results are reported.

文章引用:

陈海 (2011) 一个三项共轭梯度算法及其收敛性。 理论数学, 1, 41-45. doi: 10.12677/pm.2011.11009

 

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