期刊文献+

一种求解无约束优化问题的修正共轭梯度算法

MODIFIED CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION
下载PDF
导出
摘要 提出了一种求解无约束优化问题修正的共轭梯度算法,该算法具有函数值信息,而且对线搜索技术具有加速作用,另外该算法不仅具有充分下降性还在适当条件下具有全局收敛性。数值结果也表明该算法对测试问题是有效的。 A modified conjugate gradient method with function information and acceleration scheme of line search for unconstraint optimization problems is presented. Furthermore, the proposed method not only possesses sufficient descent property but also has global convergence in mild conditions. The numerical results indicate that the presented method is effective for the test problems.
出处 《井冈山大学学报(自然科学版)》 2016年第1期15-21,共7页 Journal of Jinggangshan University (Natural Science)
基金 国家自然科学基金项目(11261006) 广西杰出青年科学基金项目(2015GXNSFGA139001)
关键词 共轭梯度 函数值 加速项 充分下降 conjugate gradient function information acceleration scheme sufficient descent
  • 相关文献

参考文献16

  • 1Fletcher R,Reeves C M.Function minimization by conjugate gradients[J].The computer journal,1964,7(2):149-154.
  • 2Hestenes M R,Stiefel E.Methods of conjugate gradients for solving linear systems[J].NBS,1952,49:409-436.
  • 3Wei Z,Yao S,Liu L.The convergence properties of some new conjugate gradient methods[J].Applied Mathematics and Computation,2006,183(2):1341-1350.
  • 4Shengwei Y,Wei Z,Huang H.A note about WYL’s conjugate gradient method and its applications[J].Applied Mathematics and computation,2007,191(2):381-388.
  • 5Zhang H,Hager W W.A nonmonotone line search technique and its application to unconstrained optimization[J].SIAM Journal on Optimization,2004,14(4):1043-1056.
  • 6Gilbert J C,Nocedal J.Global convergence properties of conjugate gradient methods for optimization[J].SIAM Journal on optimization,1992,2(1):21-42.
  • 7Hu Y F,Storey C.Global convergence result for conjugate gradient methods[J].Journal of Optimization Theory and Applications,1991,71(2):399-405.
  • 8Hager W W,Zhang H.A new conjugate gradient method with guaranteed descent and an efficient line search[J].SIAM Journal on Optimization,2005,16(1):170-192.
  • 9Hager W W,Zhang H.Algorithm 851:CG_DESCENT,a conjugate gradient method with guaranteed descent[J].ACM Transactions on Mathematical Software(TOMS),2006,32(1):113-137.
  • 10Yuan G,Lu X,Wei Z.A conjugate gradient method with descent direction for unconstrained optimization[J].Journal of Computational and Applied Mathematics,2009,233(2):519-530.

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部