摘要
通过结合牛顿法与PRP谱共轭梯度法提出一新的谱共轭梯度法.该方法为下降方法且为Birgin谱共轭梯度法与PRP共轭梯度法的线性组合.在适当的假设下算法全局收敛.
A new spectral conjugate gradient method is proposed by combining Newton method and PRP spectral conjugate gradient method,which is a descent method.Furthermore,the new method is a combination of Birgin＇s spectral conjugate gradient method and PRP conjugate gradient method.The global convergence of the algorithm is proved under some assumptions.
出处
《内蒙古大学学报（自然科学版）》
CAS
CSCD
北大核心
2011年第6期626-629,共4页
Journal of Inner Mongolia University：Natural Science Edition
基金
Supported by the Natural Science Foundation of Inner Mongolia Autonomous Region(2010BS0108)
SPH-IMU(Z20090135)~~
关键词
谱共轭梯度法
无约束优化
全局收敛
Spectral conjugate gradient method
unconstrained optimization
global convergence
