湖南大学学报（自然科学版）2011，Vol.38Issue(8)：71-75,5.
一类非单调三参数共轭梯度算法研究
Investigation on Nonmonotone Conjugate Gradient Algorithm with Three Parameters
摘要
Abstract
Though conjugate gradient methods are easy to be implemented in a computer for solving an unconstrained optimization problem, it is difficult to establish the theory of global convergence. To overcome this difficulty,a new conjugate gradient algorithm was investigated. In this algorithm, the search direction is constructed to be involved with three parameters, which are suitably chosen such that the obtained direction is always sufficiently descent one of the objective function, independent of any line search strategy. On basis of this direction, a nonmonotone conjugate gradient algorithm with three parameters is developed for solving unconstrained optimization problems. Under some mild assumptions, the global convergence theorem of this algorithm is proved. Preliminary numerical experiments demonstrate that the developed algorithm is more effective than the similar algorithms.关键词
算法/共轭梯度法/非单调线搜索/全局收敛性Key words
algorithm/ conjugate gradient method/ nonmonotone line search/ global convergence分类
计算机与自动化引用本文复制引用
万中,王旭,费云云..一类非单调三参数共轭梯度算法研究[J].湖南大学学报（自然科学版）,2011,38(8):71-75,5.基金项目
国家自然科学基金资助项目(71071162,70921001) （71071162,70921001）
国家社科基金重点资助项目(11AJL008) （11AJL008）
