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一种新的混合共轭梯度算法
A new hybrid conjugate gradient method
【摘要】 给出了一种新的求解无约束优化问题的混合共轭梯度算法,该算法的搜索方向下降性不依赖于任何线搜索条件,并在Wolfe-Powell线搜索条件下证明了该算法具有全局收敛性,同时还给出了比较好的数值结果。
【Abstract】 A new hybrid conjugate gradient formula for solving the unconstrained optimization problem is proposed.The corresponding method can guarantee that the search directions are descent directions without any line search,and this algorithm with the Wolfe-Powell line search is proved to be globally convergent.Preliminary numerical results show that the new hybrid conjugate gradient method is very efficient.
【关键词】 无约束优化;
混合共轭梯度法;
Wolfe-Powell线搜索;
全局收敛性;
【Key words】 unconstrained optimization; hybrid conjugate gradient method; Wolfe-Powell line search; global convergence;
【Key words】 unconstrained optimization; hybrid conjugate gradient method; Wolfe-Powell line search; global convergence;
- 【文献出处】 山东大学学报(理学版) ,Journal of Shandong University(Natural Science) , 编辑部邮箱 ,2010年06期
- 【分类号】O224
- 【被引频次】3
- 【下载频次】106