| 引用本文： |
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王松华,吴加其.新线搜索下修正PRP共轭梯度法的全局收敛性及其数值结果[J].广西科学,2018,25(6):728-733. [点击复制]
- WANG Songhua,WU Jiaqi.Global Convergence and Numerical Results of a Modified PRP Conjugate Gradient Method with a New Line Search[J].Guangxi Sciences,2018,25(6):728-733. [点击复制]
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| 摘要: |
| 针对大规模非线性无约束问题，采用文献[9]提出的新型线搜索和文献[10]修正PRP公式设计一个新的算法。在适当的条件下，证明新算法具有全局收敛性。初步的数值试验结果表明，新算法是有效的，适合求解大规模非线性无约束优化问题。 |
| 关键词: 非线性无约束优化 共轭梯度法 线搜索 全局收敛性 |
| DOI：10.13656/j.cnki.gxkx.20181225.007 |
| 投稿时间：2018-08-29 |
| 基金项目:广西自然科学基金项目（ZD2014132）和广西教育厅科研项目（YB2014389，YB2014381）资助。 |
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| Global Convergence and Numerical Results of a Modified PRP Conjugate Gradient Method with a New Line Search |
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WANG Songhua1, WU Jiaqi2
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| (1.College of Mathematics and Statistics Science, Baise University, Baise, Guangxi, 533000, China;2.College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, China) |
| Abstract: |
| Aiming at the large-scale nonlinear unconstrained problem, a new algorithm is designed by using the new line search proposed in the literature[9] and a modified PRP formula proposed in the literature[10]. Under appropriate conditions, the new algorithm is proved to have global convergence. Preliminary numerical test results show that the new algorithm is effective and suitable to solve some large-scale nonlinear unconstrained optimizations. |
| Key words: unconstrained nonlinear optimization conjugate gradient method line search global convergence |
