非线性方程组问题的一个三项共轭梯度算法

A Three-Term Conjugate Gradient Algorithm for Nonlinear Equations Problems

本文设计一个三项共轭梯度算法,用来求解非线性方程组问题,建议的算法优点是:(1) 搜索方向的充分下降性;(2) 搜索方向的信赖域特点;(3) 算法能保证具有全局收敛性;(4) 算法能成功求解一千维以上的非线性方程组问题。

This paper designs a three-term conjugate gradient algorithm for nonlinear equations problems and the proposed algorithm has four advantages: (1) the sufficient descent property is satisfied for the search direction;(2) the trust region feature holds for the direction too;(3) the global convergence of the proposed algorithm is possessed;(4) the new algorithm can successfully solve nonlinear equations problems with 1000 dimensions.