趋同(经济学)
下降方向
下降(航空)
收敛速度
近端梯度法
双共轭梯度法
黑森矩阵
作者
Li Zhang,Weijun Zhou,Dong-Hui Li
标识
DOI:10.1080/10556780701223293
摘要
In this paper, we propose a three-term conjugate gradient method which can produce sufficient descent condition, that is, [image omitted] . This property is independent of any line search used. When an exact line search is used, this method reduces to the standard Hestenes-Stiefel conjugate gradient method. We also introduce two variants of the proposed method which still preserve the sufficient descent property, and prove that these two methods converge globally with standard Wolfe line search even if the minimization function is nonconvex. We also report some numerical experiment to show the efficiency of the proposed methods.
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