| 基于PRP和HS公式产生的一个共轭梯度公式 |
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| 引用本文： | 陈翠玲,赵岩.基于PRP和HS公式产生的一个共轭梯度公式[J].广西科学,2008,15(1):14-19. |
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| 作者姓名： | 陈翠玲 赵岩 |
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| 作者单位： | 1. 广西师范大学数学科学学院,广西桂林,541004
2. 上海理工大学管理学院,上海,200093 |
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| 基金项目： | Supported by the Natural Science Foundation of China (10161002)，the Natural Science Foundation of Guangxi Province (0542043)，the Youth Foundation of Guangxi Normal University |
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| 摘 要： | 根据PRP和HS公式具有相同分子只是分母不同的相似性,通过适当的结合和构造,给出一个新的共轭梯度公式.证明该公式的新方法在强Wolfe-Powell线搜索下具有充分下降性,在适当的假设和弱Wolfe-Powell线搜索下具有全局收敛性,并用数值试验证实新方法是有效的.
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| 关 键 词： | 无约束优化 共轭梯度法 Wolfe-Powell条件 全局收敛 |
| 文章编号： | 1005-9164(2008)01-0014-06 |
| 收稿时间： | 2006/12/12 0:00:00 |
| 修稿时间： | 2006年12月12 |
A Conjugate Gradient Formula Generated by PRP and HS Formu |
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| CHEN Cui-ling and ZHAO Yan.A Conjugate Gradient Formula Generated by PRP and HS Formu[J].Guangxi Sciences,2008,15(1):14-19. |
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| Authors: | CHEN Cui-ling and ZHAO Yan |
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| Institution: | College of Mathematics Science, Guangxi Normal University, Guilin, Guangxi, 541004, China and School of Management, University of Shanghai for Science and Technology, Shanghai, 200093, China |
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| Abstract: | With the similarity of the form between PRP and HS formulas which have the same numerator and different denominators,and proper combining and composing,a new conjugate gradient formula is obtained.The present method based on this formula possesses a sufficient descent property with the strong Wolfe-Powell line search.Under some suitable assumptions and the weak Wolfe-Powell line search,the global convergence result is established.The preliminary numerical results show that the proposed method is efficient. |
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| Keywords: | unconstrained optimization conjugate gradient method Wolfe-Powell conditions global convergence |
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