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求解无约束优化问题的一种新方法 被引量:4

A New Menthod for Solving Unconstrained Optimization Problems
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摘要 提出求解无约束优化问题的一种新的共轭梯度公式,证明该公式在精确线搜索、GL线搜索和WWP线搜索下具有全局收敛性.数值试验表明该方法是有效的. A new conjugate gradient method is proposed in this paper. The method is proved to be globally convergent if the exact line search , the Grippo-Lucidi line search and the Wolfe-Powell line search is used. Preliminary numerical result shows that it is efficient.
作者 莫利柳 洪玲
出处 《西南师范大学学报(自然科学版)》 CAS CSCD 北大核心 2009年第4期9-14,共6页 Journal of Southwest China Normal University(Natural Science Edition)
基金 国家自然科学基金资助项目(10761001)
关键词 无约束优化 共轭梯度法 精确线搜索 非精确线搜索 全局收敛性 unconstrained optimization conjugate gradient method exact line search inexact line search global convergence
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参考文献7

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二级参考文献9

  • 1Qun-yan Zhou,Wen-yu Sun.AN ADAPTIVE NONMONOTONIC TRUST REGION METHOD WITH CURVILINEAR SEARCHES[J].Journal of Computational Mathematics,2006,24(6):761-770. 被引量:7
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