基于Zhang H C非单调技术的修正HS共轭梯度算法

J4 ›› 2011, Vol. 46 ›› Issue (7): 106-111.

基于Zhang H C非单调技术的修正HS共轭梯度算法

高宝,孙清滢

中国石油大学数学与计算科学学院, 山东青岛 266555

收稿日期:2010-07-22 出版日期:2011-07-20 发布日期:2011-09-08
作者简介:高宝(1985- ),男,硕士研究生,研究方向为最优化理论与算法.Email:upcgaob71@yeah.net
基金资助:
中国石油大学(华东)研究生创新基金资助项目(S10-28)

Modified HS conjugate gradient method based on Zhang H C nonmonotone technique

GAO Bao, SUN Qing-ying

School of Mathematics and Computational Sciences, China University of Petroleum, Qingdao 266555, Shandong, China

Received:2010-07-22 Online:2011-07-20 Published:2011-09-08

摘要/Abstract

摘要：

将Zhang H C非单调技术与修正的Armijo线搜索规则结合,给出了求解无约束优化问题的一种新的HS共轭梯度算法。在较弱的条件下,证明了算法的全局收敛性。数值结果表明新算法是有效的,且适于求解大规模问题。

关键词: 非单调线搜索;不精确线搜索;共轭梯度算法;全局收敛性

Abstract:

By combining Zhang H C nonmonotone technique with modified Armijo line search rule, a new HS conjugate gradient method for unconstrained optimization problems is presented. Under mild conditions, the global convergence of the new algorithm is proved. The numerical results show that the new method is effective and suitable for solving large-scale problems.

Key words: nonmonotone line search; inexact line search; conjugate gradient method; global convergence

高宝,孙清滢. 基于Zhang H C非单调技术的修正HS共轭梯度算法[J]. J4, 2011, 46(7): 106-111.

GAO Bao, SUN Qing-ying. Modified HS conjugate gradient method based on Zhang H C nonmonotone technique[J]. J4, 2011, 46(7): 106-111.

参考文献

多维度评价

Viewed

Full text

Abstract

Cited

Shared

Discussed