吉林大学学报(理学版) ›› 2022, Vol. 60 ›› Issue (1): 64-0072.

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一种修正三项Hestenes-Stiefel共轭梯度投影算法及其应用

李丹丹1, 李远飞1, 王松华2   

  1. 1. 广州华商学院 应用数学系,  广州 511300; 2. 百色学院 数学与统计学院, 广西 百色 533000
  • 收稿日期:2021-04-30 出版日期:2022-01-26 发布日期:2022-01-26
  • 通讯作者: 王松华 E-mail:523429892@qq.com

A Modified Three Terms Hestenes-Stiefel Conjugate Gradient Projection Algorithm and Its Application

LI Dandan1, LI Yuangfei1, WANG Songhua2   

  1. 1. Department of Applied Mathematics, Guangzhou Huashang College, Guangdong 511300, China;
    2. School of Mathematics and Statistics, Baise University, Baise 533000, Guangxi Zhuang Autonomous Region, China
  • Received:2021-04-30 Online:2022-01-26 Published:2022-01-26

摘要: 提出一种新的修正三项Hestenes-Stiefel共轭梯度投影算法, 用于求解大规模非线性方程组问题和信号恢复问题. 该算法通过构造一个新的修正Hestenes-Stiefel搜索方向, 结合经典线搜索方法和超平面投影技术而得, 新搜索方向在不需要任何线搜索条件下自动满足充分下降性, 在常规假设条件下, 新算法具有全局收敛性质. 数值实验结果表明,  新算法高效且稳定.

关键词: 大规模方程组, 共轭梯度法, 充分下降性, 全局收敛性, 信号恢复

Abstract: We proposed a new modified three terms Hestenes-Stiefel conjugate gradient projection algorithm to solve the problems of 
large-scale nonlinear equations and signal recovery. This algorithm was constructed by a new modified three terms Hestenes-Stiefel search direction as well as a classical line search method and the hybrid plane projection technique. The new search direction automatically satisfied  sufficient descent property without any line search condition. Under conventional assumptions, the new algorthm had global convergence. Numerical results show that the new algorithm is efficient and stable.

Key words: large-scale equations, conjugate gradient method, sufficient descent property, global convergence, signal recovery

中图分类号: 

  • O224.2