| 一种新的混合共轭梯度算法 |
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| 引用本文： | 程李晴,石巧连.一种新的混合共轭梯度算法[J].山东大学学报(理学版),2010,45(6):81-85. |
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| 作者姓名： | 程李晴 石巧连 |
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| 作者单位： | 1. 新乡医学院基础医学院,河南新乡,453003;郑州大学数学系,河南郑州,450001
2. 新乡医学院基础医学院,河南新乡,453003 |
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| 摘 要： | 给出了一种新的求解无约束优化问题的混合共轭梯度算法,该算法的搜索方向下降性不依赖于任何线搜索条件,并在Wolfe-Powell线搜索条件下证明了该算法具有全局收敛性,同时还给出了比较好的数值结果。
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| 关 键 词： | 无约束优化 混合共轭梯度法 Wolfe-Powell线搜索 全局收敛性 |
| 收稿时间： | 2009-09-07 |
A new hybrid conjugate gradient method |
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| CHENG Li-qing,SHI Qiao-lian.A new hybrid conjugate gradient method[J].Journal of Shandong University,2010,45(6):81-85. |
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| Authors: | CHENG Li-qing SHI Qiao-lian |
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| Institution: | 1. Department of Mathematics, Zhengzhou University, Zhengzhou 450001, Henan, China;
2. Basic Medical College, Xinxiang Medical University, Xinxiang 453003, Henan, China |
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| Abstract: | A new hybrid conjugate gradient formula for solving unconstrained optimization problem is proposed. The corresponding method can guarantee that the search directions are descent directions without any line search, and this algorithm with Wolfe-Powell line search is proved to be globally convergent. Preliminary numerical results show that the new hybrid conjugate gradient method is very efficient. |
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| Keywords: | unconstrained optimization hybrid conjugate gradient method Wolfe-Powell line search global convergence |
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