一种新的无约束优化的混合杂交共轭梯度法

J4 ›› 2012, Vol. 50 ›› Issue (03): 457-.

一种新的无约束优化的混合杂交共轭梯度法

高海音¹, 朱天晓¹, 许春玲²

1. 长春大学数学与应用数学系, 长春 130022|2. 东北师范大学人文学院信息技术学院, 长春 130117

收稿日期:2011-04-11 出版日期:2012-05-26 发布日期:2012-05-28
通讯作者: 高海音 E-mail:gaohaiyinhealthy@yahoo.com.cn

A New Hybrid Conjugate Gradient Method forUnconstrained Optimization

GAO Haiyin¹, ZHU Tianxiao¹, XU Chunling²

1. Department of Applied Mathematics and Mathematics, Changchun University, Changchun 130022, China|2. School ofInformation Technology, College of Humanities and Sciences of Northeast Normal University, Changchun 130117, China

Received:2011-04-11 Online:2012-05-26 Published:2012-05-28
Contact: GAO Haiyin E-mail:gaohaiyinhealthy@yahoo.com.cn

摘要/Abstract

摘要：

针对无约束优化问题, 提出一种新的混合杂交共轭梯度法, 该方法在不采用Wolfe搜索的条件下, 保证了算法的全局收敛性, 并在每次迭代过程中,
均可得到初始的自适应步长和充分下降方向. 数值结果表明, 该算法可行、有效.

关键词: 共轭梯度法；全局收敛；无约束优化

Abstract:

We proposed a new hybrid conjugate gradient method. It does not need to use Wolfe line search to guarantee the global convergence. An initial selfadaptive step size and sufficient descents are obtained to the function at each iteration. Numerical results show that the method is feasible and effective.

Key words: conjugate gradient method, global convergence, unconstrained optimization

中图分类号:

O224.2

高海音, 朱天晓, 许春玲. 一种新的无约束优化的混合杂交共轭梯度法[J]. J4, 2012, 50(03): 457-.

GAO Hai-Yin, SHU Tian-Xiao, HU Chun-Ling. A New Hybrid Conjugate Gradient Method forUnconstrained Optimization[J]. J4, 2012, 50(03): 457-.

[1]	孙中波, 祝英杰, 朱振超, 高海音. 一类无约束优化的修正共轭梯度法[J]. 吉林大学学报(理学版), 2014, 52(03): 460-464.
[2]	孙中波, 段复建, 高海音, 于海鸥. 两类无约束优化的充分下降共轭梯度法[J]. J4, 2013, 51(01): 34-40.