| 非线性预处理共轭斜量法 |
| |
| 引用本文： | 孙文瑜.非线性预处理共轭斜量法[J].数值计算与计算机应用,1990(3). |
| |
| 作者姓名： | 孙文瑜 |
| |
| 作者单位： | 南京大学 |
| |
| 摘 要： | 我们以Engli(1959)的线性方法为基础,构造出一个极小化一般非线性目标函数(3)的非线性预处理共轭斜量法:
|
A NONLINEAR PRECONDITIONED CONJUGATE GRADIENT METHOD |
| |
| Sun Wen-yu.A NONLINEAR PRECONDITIONED CONJUGATE GRADIENT METHOD[J].Journal on Numerical Methods and Computer Applications,1990(3). |
| |
| Authors: | Sun Wen-yu |
| |
| Affiliation: | Sun Wen-yu Department of Mathematics. Nanjing University |
| |
| Abstract: | A nonlinear preconditioned conjugate gradient method is derived for nonlinear optimiza-tion using Engli's (1959) linear conjugate gradient method for linear systems. It is showedthat it is, in particular, equivalent to Beals's conjugate gradient method. The preconditioningmatrix is produced from a truncated memory-free quasi-Newton update formula. Numericaltests indicate that this method is promising. |
| |
| Keywords: | Numerical optimization conjugate gradient method preconditioned method |
| 本文献已被 CNKI 等数据库收录！ |
