| 无约束优化问题新的谱共轭梯度法(英文) |
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| 引用本文： | 乌彩英,赵越.无约束优化问题新的谱共轭梯度法(英文)[J].内蒙古大学学报(自然科学版),2011,42(6):626-629. |
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| 作者姓名： | 乌彩英 赵越 |
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| 作者单位： | 内蒙古大学数学科学学院,呼和浩特,010021 |
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| 基金项目： | Supported by the Natural Science Foundation of Inner Mongolia Autonomous Region(2010BS0108); SPH-IMU(Z20090135)~~ |
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| 摘 要： | 通过结合牛顿法与PRP谱共轭梯度法提出一新的谱共轭梯度法.该方法为下降方法且为Birgin谱共轭梯度法与PRP共轭梯度法的线性组合.在适当的假设下算法全局收敛.
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| 关 键 词： | 谱共轭梯度法 无约束优化 全局收敛 |
A New Spectral Conjugate Gradient Algorithm for Unconstrained Optimization Problems |
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| WU Cai-ying,ZHAO Yue.A New Spectral Conjugate Gradient Algorithm for Unconstrained Optimization Problems[J].Acta Scientiarum Naturalium Universitatis Neimongol,2011,42(6):626-629. |
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| Authors: | WU Cai-ying ZHAO Yue |
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| Institution: | WU Cai-ying,ZHAO Yue(School of Mathematical Sciences,Inner Mongolia University,Hohhot 010021,China) |
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| Abstract: | A new spectral conjugate gradient method is proposed by combining Newton method and PRP spectral conjugate gradient method,which is a descent method.Furthermore,the new method is a combination of Birgin's spectral conjugate gradient method and PRP conjugate gradient method.The global convergence of the algorithm is proved under some assumptions. |
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| Keywords: | Spectral conjugate gradient method unconstrained optimization global convergence |
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