无约束优化问题的一种改进的共轭梯度法
来源:用户上传
作者: 景春霞 陈 忠 何永强
摘要:共轭梯度法是求解大规模约束问题的有效算法,的选取不同构成不同的共轭梯度法,由此通过修正提出了求解无约束优化问题的一种改进的共轭梯度法,并在wolf线搜索下证明了它的全局收敛性。
关键词:无约束优化问题;共轭梯度法;wolf线搜索;全局收敛性
中图分类号O1-0文献标志码:A文章编号:1673-291X(2008)13-0227-02
参考文献:
[1] Zoutendijk.G.NonlinearProgramming,ComputationalMethods[M].Amsterdam:North-Holland,1970:37-86.
[2] 戴或虹,袁亚湘.非线性共扼梯度法[M].上海:上海科技出版社,2000.
[3] 潘翠英,陈兰平.求解无约束优化问题的一类新的下降算法[J].应用数学学报,2007,(1):88-98.
[4] 陈兰平,焦宝聪.一般无约束优化问题的广义拟牛顿法[J].数学进展,2007,(1):81-85.
[5] 陈宝林.最优化理论与算法[M].北京:清华大学出版社,1989.
A New Conjugate Gradient Method for Unconstrained Optimization Problems
JING Chun-xia1, CHEN Zhong1,HE Yong-qiang2
(1.School of Information and Mathematics, Yangtze University, Jinzhou 434023,China;
2.Sinopec co. Jiangsu oilfield Branch,Yangzhou 211600 ,China)
Abstract: In the ordinary circumstances, conjugate gradient method is the effective algorithm which solves the large-scale restraint question, different Selection of constructs different conjugate gradient method. We propose a new conjugate gradient method for unconstrained optimization problems byupdate and prove that method with wolf line search converges globally.
Key words: unconstrained optimization problem; conjugate gradient method; wolf line searc; global convergence
[责任编辑王晓燕]
转载注明来源:https://www.xzbu.com/2/view-403334.htm