摘要
谱共轭梯度法是一种特殊的共轭梯度法,也是求解无约束问题的有效方法之一.本文基于一种特殊的共轭参数的取法,提出一个新的谱共轭梯度法.通过对目标函数的合理假设,在强Wolfe线搜索下算法具有全局收敛性.数值试验表明了算法的有效性.
The spectral conjugate gradient method,which is a variant of conjugate gradient method,is one of the effective methods for solving unconstrained optimization problems.In this paper,based on a special selection of conjugate parameter,a new spectral conjugate gradient method is proposed.Under strong Wolfe line search and mild assumptions on objective function,the method is always globally convergent.The numerical results show that the proposed method is efficient.
出处
《玉林师范学院学报》
2016年第2期27-31,共5页
Journal of Yulin Normal University
基金
广西自然科学基金项目(2013GXNSFFAA019009)
关键词
无约束优化
谱共轭梯度法
强Wolfe线搜索
全局收敛性
unconstrained optimization
spectral conjugate gradient method
strong Wolfe line search
globally convergence
