通过修正搜索方向,提出了一个具有充分下降的共轭梯度法用于求解无约束优化问题。该算法不依赖于任何线搜索,在每次迭代都能产生一个充分下降方向。在一定条件下,证明了此算法在Armijo线性搜索下的全局收敛性。数值实验结果表明所提出的算法是有效的。
By modifying the search direction, a sufficient descent conjugate gradient method was proposed for solving unconstrained optimization problems. The proposed method can generate sufficient descent directions at each iteration without any line search. The global convergence of the proposed method was proved under Armijo line search. Some numerical experiments show that the proposed method is promising.