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摘要: |
本文对于大规模无约束优化问题提出了一种新的混合βκ公式,从而提出了一种具有充分下降性的混合共轭梯度法.利用精确线搜索步长规则,在适当的假设下证明了新算法的全局收敛性. |
关键词: 无约束最优化 共轭梯度法 精确线搜索 全局收敛性 |
DOI: |
分类号:O221.2 |
基金项目:国家自然科学基金资助项目(U1504104);河南省教育厅教育厅基础研究计划资助项目(15A110024). |
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A NEW CLASS OF MIXED CONJUGATE GRADIENT METHOD WITH EXACT LINE SEARCH |
JING Shu-jie,WANG Hui-ting,NIU Hai-feng,CHEN Yao
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Abstract: |
In this paper, a new mixed iterative formula of coefficient βκ is proposed for large-scale unconstrained optimization problems, and a mixed conjugate gradient method with sufficient descent is proposed. By using the exact line search step rules, we prove the global convergence of the new algorithm under the appropriate assumptions. |
Key words: unconstrained optimization conjugate gradient exact line search global convergence |