EFFICIENT GENERALIZED CONJUGATE-GRADIENT ALGORITHMS, .1. THEORY

被引：415

作者：

LIU, Y

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 / 69卷 / 01期

关键词：

UNCONSTRAINED OPTIMIZATION; HYBRID AND RESTART CONJUGATE GRADIENT METHODS; INEXACT LINE SEARCH;

D O I：

10.1007/BF00940464

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：

The effect of inexact line search on conjugacy is studied in unconstrained optimization. A generalized conjugate gradient method based on this effect is proposed and shown to have global convergence for a twice continuously differentiable function with a bounded level set.

引用

页码：129 / 137

页数：9

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