摘要: |
给出一个修改的三项共轭梯度算法,证明其具有充分下降性和全局收敛性,其搜索方向拥有梯度值信息和函数值信息,并用数值算例检验算法是可行的. |
关键词: 共轭梯度法 充分下降 全局收敛 |
DOI: |
投稿时间:2012-03-07 |
基金项目: |
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A Modified Three-Terms Conjugate Gradient Formula |
CHEN Hai
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(College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, China) |
Abstract: |
A three-terms conjugate gradient algorithm is proposed. The search direction possesses automatically the sufficient descent property.Moreover, the search direction has not only the gradient information but also function information.The global convergence was established.Numerical results about engineering problems are reported. |
Key words: conjugate gradient method sufficient descent global convergence |