GLOBAL CONVERGENCE RESULT FOR CONJUGATE-GRADIENT METHODS

被引：176

作者：

HU, YF

STOREY, C

机构：

[1] Department of Mathematical Sciences, Loughborough University of Technology, Loughborough, Leicestershire

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1991年 / 71卷 / 02期

关键词：

CONJUGATE GRADIENT ALGORITHMS; GLOBAL CONVERGENCE;

D O I：

10.1007/BF00939927

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Conjugate gradient optimization algorithms depend on the search directions, s(1) = -g(1), s(k + 1) = -g(k + 1) + beta(k)s(k), k greater-than-or-equal-to 1, with different methods arising from different choices for the scalar beta(k). In this note, conditions are given on beta(k) to ensure global convergence of the resulting algorithms.

引用

页码：399 / 405

页数：7