安徽大学学报(自然科学版)2013,Vol.37Issue(2):41-44,4.DOI:10.3969/j.issn.1000-2162.2013.02.008
一种修正PRP共轭梯度法的全局收敛性
Global convergence of a modified PRP conjugate gradient method
摘要
Abstract
One of the most effective conjugate gradient methods for solving unconstrained optimization problem was PRP conjugate gradient method. In the paper, the author proposed a modified PRP conjugate gradient method. The method generated the descent direction, and the property was independent of the line search used. Furthermore, we proved the global convergence of the method with Armijo-type line search for solving unconstrained optimization problem. At the end of the paper, the author also presented numerical experiment to show the efficiency of the proposed method.关键词
无约束优化问题/PRP共轭梯度法/Armijo型线搜索/全局收敛性Key words
unconstrained optimization problem/PRP conjugate gradient method/Armijo-type line search/global convergence分类
数理科学引用本文复制引用
李灿..一种修正PRP共轭梯度法的全局收敛性[J].安徽大学学报(自然科学版),2013,37(2):41-44,4.基金项目
国家自然科学基金资助项目(11161020) (11161020)