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基于PRP和HS公式产生的一个共轭梯度公式

陈翠玲 赵岩

广西科学2008,Vol.15Issue(1):14-19,6.
广西科学2008,Vol.15Issue(1):14-19,6.

基于PRP和HS公式产生的一个共轭梯度公式

A Conjugate Gradient Formula Generated by PRP and HS Formulas

陈翠玲 1赵岩2

作者信息

  • 1. 广西师范大学数学科学学院,广西桂林,541004
  • 2. 上海理工大学管理学院,上海,200093
  • 折叠

摘要

Abstract

With the similarity of the form between PRP and HS for mulas which have the same numerator and different denominators,and proper combining and composing,a new conjugate gradient formula is obtained.The present method based on this for mula possesses a sufficient descent property with the strong Wolfe Powell line search.Under some suitable assumptions and the weak WolfePowell line search,the global convergence result is established.The preliminary numerical results show that the proposed method is efficient.

关键词

无约束优化/共轭梯度法/Wolfe-Powell条件/全局收敛

Key words

unconstrained optimization/conjugate gradient method/Wolfe Powell conditions/global convergence

分类

数理科学

引用本文复制引用

陈翠玲,赵岩..基于PRP和HS公式产生的一个共轭梯度公式[J].广西科学,2008,15(1):14-19,6.

基金项目

Supported by the Natural Science Foundation of China (10161002), the Natural Science Foundation of Guangxi Province (0542043) and the Youth Foundation of Guangxi Normal University. (10161002)

广西科学

OACSTPCD

1005-9164

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