| 引用本文： |
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莫利柳,洪玲,韦增欣.一类无约束优化问题的非单调谱共轭梯度方法[J].广西科学,2007,14(4):374-377. [点击复制]
- MO Li-liu,HONG Ling,WEI Zeng-xin.A Class of Nonmonotone Spectral Conjugate Gradient Methods for Unconstrained Optimization[J].Guangxi Sciences,2007,14(4):374-377. [点击复制]
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| 摘要: |
| 结合文献[5]给出的求解非线性无约束优化问题的新公式βkWYL=[gkT(gk-‖gk‖/‖gk-1‖gk-1)]/gk-1Tgk-1提出了一种新的非单调谱共轭梯度法,证明算法具有全局收敛性,并进行数值试验.数值试验结果表明,该方法具有良好的计算效能,特别适合于求解大规模无约束优化问题. |
| 关键词: 无约束优化 共轭梯度法 线搜索 全局收敛性 |
| DOI： |
| 投稿时间：2007-01-26修订日期：2007-05-08 |
| 基金项目:广西自然科学基金项目(No05420434)资助 |
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| A Class of Nonmonotone Spectral Conjugate Gradient Methods for Unconstrained Optimization |
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MO Li-liu, HONG Ling, WEI Zeng-xin
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| (College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, China) |
| Abstract: |
| According to the new formula βkWYL=[gkT (gk-‖gk‖/‖gk-1‖gk-1)]/gk-1Tgk-1 given in Reference[5], a new nonmonotone spectral conjugate gradient method line search technique is proposed in this paper.The global convergence of corresponding algorithm with the proposed line search is proved.Preliminary numerical results show that this method is very efficient and is suitable for solving Large-scale unconstrained optimization. |
| Key words: unconstrained optimization spectral conjugate gradient method nonmonotone line search global convergence |
