非线性规划中一种新的迭代方法

A New iterative Method Nonlinear Programming──Accelerated Gradient Method

该文用双梯度矢量构造了一种新的迭代方法─— 加速梯度法，并对其收敛稳定性进行了证明。由于其不涉及Ｈｅｓｓｉａｎ矩阵，加速搜索方向仅用两点梯度表示，因而该方法不仅收敛速度快，而且具有结构简单、计算量少、适应性广等优点。

In this paper,a new iterative method- accelerated gradient method is put forward by using two gradient vectors,As Hessian matrix is not involved in and the acceler-ated direction is obtained only with two point vectors,it has advantages of simpler form,less quantity of calculation and wider adaptability。