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Global Convergence of the Dai-Yuan conjugate gradient method with perturbations
  • 时间:0
  • 分类:O17[理学—数学;理学—基础数学]
  • 作者机构:[1]Institute of Operations Research, Qufu Normal University, Qufu 273165, China., [2]Department of Mathematics, Weifang University, Weifang 261061, China.
  • 相关基金:The work is supported by the National Natural Science Foundation of China under Grant No. 10571106.
  • 相关项目:广义半无限规划的理论与算法研究
中文摘要:

在这篇论文,作者建议奶妈元的一个班(abbr。DY ) 在一般功能上面对不安与线搜索结合坡度方法;一致地凸的功能分别地。在主要方向 s k 被 DY 获得的地方,他们的 iterate 公式是 x k+1 = x k + α k (s k + ω k ) 结合坡度方法,ω k 是不安术语,;步尺寸α k 被不必然在限制趋于到零的线搜索决定。作者在温和条件下面证明这些方法的全球集中。初步的计算经验也被报导。

英文摘要:

In this paper, the authors propose a class of Dai-Yuan (abbr. DY) conjugate gradient methods with linesearch in the presence of perturbations on general function and uniformly convex function respectively. Their iterate formula is xk+1 = xk + αk(sk + ωk), where the main direction sk is obtained by DY conjugate gradient method, ωk is perturbation term, and stepsize αk is determined by linesearch which does not tend to zero in the limit necessarily. The authors prove the global convergence of these methods under mild conditions. Preliminary computational experience is also reported.

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