| 一种非线性扩展混合共轭梯度算法的全局收敛性 |
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| 引用本文： | 陈元媛,高岩.一种非线性扩展混合共轭梯度算法的全局收敛性[J].上海理工大学学报,2013,35(2):113-115. |
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| 作者姓名： | 陈元媛 高岩 |
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| 作者单位： | 上海理工大学管理学院;青岛大学数学科学学院 |
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| 基金项目： | 国家自然科学基金资助项目(11171221,11101231);上海市一流学科建设资助项目(XTKX2012);山东省高校科技计划资助项目(J10LA05) |
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| 摘 要： | 描述了非线性FR共轭梯度法、非线性PRP共轭梯度法、非线性DY共轭梯度法等求解大规模无约束优化问题的有效算法.研究了计算更为有效的适合求解无约束优化问题的一种非线性扩展混合共轭梯度算法;给出了在Wolfe型线搜索下的非线性扩展混合共轭梯度法,算法产生的方向为下降方向.在一般的条件下,给出了算法的全局收敛结果,且数值实验表明算法十分有效.
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| 关 键 词： | 无约束优化 非线性扩展混合共轭梯度法 线搜索 全局收敛 |
Global Convergence of A Nonlinear Extended Hybrid Conjugate Gradient Method with Wolfe Type Line Search |
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| CHEN Yuanyuan,GAO yan.Global Convergence of A Nonlinear Extended Hybrid Conjugate Gradient Method with Wolfe Type Line Search[J].Journal of University of Shanghai For Science and Technology,2013,35(2):113-115. |
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| Authors: | CHEN Yuanyuan GAO yan |
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| Affiliation: | 1(1.Business School,University of Shanghai for Science and Technology,Shanghai 200093,China; 2.College of Mathematics,Qingdao University,Qingdao 266071,China) |
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| Abstract: | The nonlinear FR conjugate gradient method,nonlinear PRP conjugate gradient method,nonlinear DY conjugate gradient method etc.for large scale unconstrained optimization problems were described.The nonlinear extended hybrid conjugate gradient method,which is more efficient for solving unconstrained optimization problems,was stressed and a new nonlinear extended hybrid conjugate gradient method with Wolfe type line search was proposed.The direction generated by the new method produces sufficiently descentding search direction.Under some conditions,the global convergence of the new method was investigated.Some numerical results show its efficiency. |
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| Keywords: | unconstrained optimization nonlinear extended hybrid conjugate gradient method line search global convergence |
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