| 一类非单调三参数共轭梯度算法研究 |
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| 引用本文： | 万中,王旭,费云云.一类非单调三参数共轭梯度算法研究[J].湖南大学学报(自然科学版),2011,38(8):71-75. |
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| 作者姓名： | 万中 王旭 费云云 |
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| 作者单位： | 中南大学数学科学与计算技术学院,湖南长沙,410083 |
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| 基金项目： | 国家自然科学基金资助项目(71071162,70921001); 国家社科基金重点资助项目(11AJL008) |
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| 摘 要： | 虽然求解无约束优化问题共轭梯度方法的算法程序便于计算机上实现,但难于建立算法的全局收敛性理论.为弥补其不足,研究了一类新的共轭梯度算法.该算法搜索方向的构造中引入了3个参数,且通过合适地选取这些参数保证了所得搜索方向不依赖于线搜索技术,是目标函数的恒充分下降方向.以此为基础,提出了一种求解无约束优化问题的非单调三参数共...
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| 关 键 词： | 算法 共轭梯度法 非单调线搜索 全局收敛性 |
Investigation on Nonmonotone Conjugate Gradient Algorithm with Three Parameters |
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| WAN Zhong,WANG Xu,FEI Yun-yun.Investigation on Nonmonotone Conjugate Gradient Algorithm with Three Parameters[J].Journal of Hunan University(Naturnal Science),2011,38(8):71-75. |
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| Authors: | WAN Zhong WANG Xu FEI Yun-yun |
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| Institution: | WAN Zhong,WANG Xu,FEI Yun-yun(School of Mathematical Science and Computing Technology,Central South Univ,Changsha,Hunan 410083,China) |
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| Abstract: | Though conjugate gradient methods are easy to be implemented in a computer for solving an unconstrained optimization problem,it is difficult to establish the theory of global convergence.To overcome this difficulty,a new conjugate gradient algorithm was investigated.In this algorithm,the search direction is constructed to be involved with three parameters,which are suitably chosen such that the obtained direction is always sufficiently descent one of the objective function,independent of any line search str... |
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| Keywords: | algorithm conjugate gradient method nonmonotone line search global convergence |
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