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两个谱共轭梯度法的全局收敛性及数值效果

GLOBAL CONVERGENCES AND NUMERICAL EFFECTS OF TWO SPECTRAL CONJUGATEEGRADIENTMETHODS
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摘要 谱共轭梯度法是求解无约束优化的一种有效算法.该文首先对JJSL共轭参数[Jiang et al.Computational and Applied Mathematics,2021,40(174)]进行投影修正,再通过选取合适谱参数以保证其搜索方向有下降性,从而得到两个有效的谱共轭梯度法.一般假设下,分别使用常规非精确线搜索计算步长,获得这两个新算法的全局收敛性.数值试验结果以及相应性能图进一步说明其数值有效性. The spectral conjugate gradient method is an effective algorithm for solving the uncon-strained optimization problems.In this paper,firstly,the projection corrections of JJSL conjugate parameter[Jiang et al.Computational and Applied Mathematics,2021,40(174)]are carried out.Then,two effective spectral conjugate gradient methods are obtained by selecting the appropriate spectral parameters to ensure that the search directions are descend-ing.Under the general assumptions,the global convergence results of two new algorithms are given by using the common inexact line search to calculate the step-size respectively.The numerical test results and the corresponding performance charts further demonstrate the numerical validity of the proposed methods.
作者 刘鹏杰 邵虎 简金宝 宋丹 Liu Pengjie;Shao Hu;Jian Jinbao;Song Dan(School of Mathematics,China University of Mining and Technology,Xuzhou 221116,China;College of Mathematics and Physics,Center for Applied Mathematics of Guangri,Guangri Minzu University,Nanning 530006,China;Department of Public Basic Courses'Teaching,Hezhou University,Hezhou 542899,China)
出处 《计算数学》 CSCD 北大核心 2023年第3期299-308,共10页 Mathematica Numerica Sinica
基金 国家自然科学基金(72071202) 广西科技基地和人才专项(桂科AD23023001)资助。
关键词 无约束优化 谱共轭梯度法 ARMIJO线搜索 弱Wolfe线搜索 全局收敛性 Unconstrained optimization Spectral conjugate gradient method Armijo line search Weak Wolfe line search Global convergence
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