一种 WYL 型谱共轭梯度法的全局收敛性

Abstract

Abstract:

In order to solve large scale unconstrained optimization problems, this paper combines the WYL conjugate gradient method with the spectral conjugate gradient method to give a WYL type spectral conjugate gradient method. Without relying on any line search, the search directions generated by the method satisfy the sufficient descent condition. Compared with the convergence of the WYL conjugate gradient method, the spectral WYL conjugate gradient method extends the range of values of the parameter$\sigma$in the line search. Finally, the corresponding numerical results show that the method is effective.

Key words: Unconstrained optimization, Spectral conjugate gradient method, Strong Wolfe line search, Global convergence

CLC Number:

O221

Cai Yu, Zhou Guanghui. Global Convergence of a WYL Type Spectral Conjugate Gradient Method[J].Acta mathematica scientia,Series A, 2024, 44(1): 173-184.

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References

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Global Convergence of a WYL Type Spectral Conjugate Gradient Method

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