摘要
提出了一类有效的求解大规模优化问题的共轭梯度法(AGGSSV),但其全局收敛性是在目标函数为一致凸的条件下成立,研究了目标函数不是凸函数的条件下,共轭梯度法(AGGSSV)的全局收敛性.
In the report,a class of efficient conjugate gradient algorithms ( ACGSSV) was proposed to solve large-scale unconstrained optimization problems,however,its global convergence property was established under the condition that the objective function is uniformly convex. The global convergence of ACGSSV without convexity assumption on the objective function was also discussed.
作者
林海婵
Lin Haichau(College of Science,Hainan University,Haikou 570228,China)
出处
《海南大学学报(自然科学版)》
CAS
2019年第2期101-105,共5页
Natural Science Journal of Hainan University
基金
国家自然科学基金(11261015)
海南省自然科学基金(2016CXTD004)
关键词
无约束优化
非凸极小化
自调比无记忆BFGS更新
加速方案
收敛性分析
unconstrained optimization
nonconvex minimization
self-scaling memoryless BFGS update
acceleratedscheme
convergence analysis