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《山东大学学报(理学版)》 ›› 2021, Vol. 56 ›› Issue (9): 87-95.doi: 10.6040/j.issn.1671-9352.0.2020.257

• • 上一篇    

一类新型的修正WYL共轭梯度算法

王松华,罗丹*,黎勇   

  1. 百色学院数学与统计学院, 广西 百色 533000
  • 发布日期:2021-09-13
  • 作者简介:王松华(1970— ),男,副教授,研究方向为最优化理论与方法. E-mail:523429892@qq.com*通信作者简介:罗丹(1976— ),女,副教授,研究方向为最优化理论与方法和灰色系统. E-mail:44394415@qq.com
  • 基金资助:
    国家自然科学基金资助项目(11661001,11661009);广西自然科学基金资助项目(2018GXNSFAA281259,2020GXNSFAA159069)

A class of newly modified WYL conjugate gradient algorithms

WANG Song-hua, LUO Dan*, LI Yong   

  1. School of Mathematics and Statistics, Baise University, Baise 533000, Guangxi, China
  • Published:2021-09-13

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摘要： 针对大规模无约束优化问题,提出一类新型的修正WYL共轭梯度算法。新算法不依赖任何线搜索且具有充分下降性和信赖域性质,在弱Wolfe-Powell线搜索下全局收敛。初步的数值实验结果表明,新算法是有效的,比经典WYL型共轭梯度法更具竞争性。

关键词: 无约束优化, WYL型共轭梯度法, 充分下降性, 信赖域, 全局收敛性

Abstract: A class of newly WYL conjugate gradient algorithms is proposed for a large scale unconstrained problem. The new algorithms does not depend on any line research and possesses sufficient descent property and trust region trait. The global convergence has proven with weakness Wolfe-Powell line search. Preliminary numerical result has shown that the algorithms are more efficient and more competitive than classical WYL conjugate gradient method.

Key words: unconstrained optimization, WYL conjugate gradient method, sufficient descent property, trust region, global convergence

中图分类号: 

  • O222.4
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