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一类无约束优化的修正共轭梯度法 被引量:3

A Modified Conjugate Gradient Method for Unconstrained Optimization
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摘要 针对无约束优化问题,提出一种新的充分下降共轭梯度法.该算法在每次迭代过程中,产生的搜索方向均为充分下降方向.在适当条件下,证明了算法的全局收敛性.数值结果表明算法是可行和有效的. A modified conjugate gradient method for unconstrained optimization was proposed.The direction is sufficient descent at each iteration.Under some suitable conditions,the method is global convergence.Numerical results show that these methods are feasible and effective.
出处 《吉林大学学报(理学版)》 CAS CSCD 北大核心 2014年第3期460-464,共5页 Journal of Jilin University:Science Edition
基金 吉林省教育厅"十二五"科学技术研究项目(批准号:2013577 2013267 2013287 2014636)
关键词 共轭梯度法 全局收敛 无约束优化 充分下降方向 conjugate gradient method global convergence unconstrained optimization sufficient descent direction
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参考文献16

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