摘要
在给出块共轭概念的基础上,提出了适合并行计算的向量组的块共轭化方法,进而得到解无约束最优化问题的并行块共轭方向法.有大量数值结果表明块共轭方向法具有工作量少.适用函数范围广等特点,是一种比较有效的无约束最优化方法.
In this paper, a method for generating conjugate directions which is suitable for excution on a parallel computer is presented. Based on this method, a parallel conjugate-direction type method for unconstrained optimization is given. Many numerical results show its efficience with low cost and adaption to many kinds of functions.
出处
《应用数学》
CSCD
1997年第4期1-5,共5页
Mathematica Applicata
关键词
无约束最优化
共轭方向
最佳化
块共轭化法
Unconstrained optimization
Parallel oplimization
Conjugate direction