吉林大学学报(理学版) ›› 2024, Vol. 62 ›› Issue (3): 529-537.

• • 上一篇    下一篇

一种基于正则化模型的Dai-Liao共轭梯度法

倪艳, 刘泽显, 陈炫睿   

  1. 贵州大学 数学与统计学院, 贵阳 550025
  • 收稿日期:2023-10-07 出版日期:2024-05-26 发布日期:2024-05-26
  • 通讯作者: 刘泽显 E-mail:liuzexian2008@163.com

A Dai-Liao Conjugate Gradient Method Based on Regularization Model

NI Yan, LIU Zexian, CHEN Xuanrui   

  1. School of Mathematics and Statistics, Guizhou University, Guiyang 550025, China
  • Received:2023-10-07 Online:2024-05-26 Published:2024-05-26

摘要: 给出一种基于正则化模型的Dai-Liao共轭梯度法. 首先, 通过极小化3次正则化模型, 得到新的Dai-Liao参数t, 并在此基础上根据函数在迭代点附近的性质, 产生一个自适应的Dai-Liao参数; 其次, 结合改进的Wolfe线搜索, 提出一种基于正则化模型的Dai-Liao共轭梯度法; 最后, 证明该算法的搜索方向满足充分下降性, 并在一般假设下建立该算法的全局收敛性. 数值结果表明该算法有效.

关键词: 共轭梯度法, 正则化模型, Dai-Liao共轭参数,  , 充分下降性, 全局收敛性

Abstract: We gave a Dai-Liao conjugate gradient method based on regularization model. Firstly,  a new Dai-Liao parameter t was obtained by minimizing the 3-degree regularization model, and based  on this, an adaptive Dai-Liao parameter was generated according to  the properties of the  function near  the iterative point. Secondly, combined with improved Wolfe line search, we proposed a Dai-Liao conjugate gradient method based on regularization model. Finally, we proved that the search direction of the proposed 
method satisfied sufficient descent, and established the global convergence of the proposed algorithm under the general assumption. Numerical results show that the proposed algorithm is effective.

Key words: conjugate gradient method, regularization model,  , Dai-Liao conjugate parameter,  , sufficient descent, global convergence

中图分类号: 

  • O224