摘要
Abstract. Conjugate gradient methods are very important methods for unconstrainedoptimization, especially for large scale problems. In this paper, we propose a new conjugategradient method, in which the technique of nonmonotone line search is used. Under mildassumptions, we prove the global convergence of the method. Some numerical results arealso presented.
Abstract. Conjugate gradient methods are very important methods for unconstrainedoptimization, especially for large scale problems. In this paper, we propose a new conjugategradient method, in which the technique of nonmonotone line search is used. Under mildassumptions, we prove the global convergence of the method. Some numerical results arealso presented.
基金
the National Natural Science Foundation of China(19801033,10171104).
关键词
无约束最优化
共轭梯度算法
整体分析收敛
Unconstrained optimization, conjugate gradient, nonmonotone line search,global convergence.
