摘要
对求解无约束优化问题提出了一类新的三项共轭梯度求解算法,在去掉迭代点列{xk}有界和Armijo步长搜索下,讨论了算法的全局收敛性.同时给出结合FR、PR、HS共轭梯度参数的三项共轭梯度算法.数值算例表明新算法比Armijo步长搜索下的FR、PR、HS共轭梯度算法有效.
A new three-term conjugate gradient method is proposed for solving the unconstrained optimization problem. Global convergence is discussed with Armijo step size rule and without assuming that the sequence { x_k} of iterates is bounded. The three-term conjugate gradient method combining conjugate gradient parameters FR, PR, HS is also given. Numerical results show that the new algorithm is more efficient than that of FR, PR, HS conjugate gradient method with Armijo step size rule.
出处
《大连理工大学学报》
EI
CAS
CSCD
北大核心
2004年第2期166-169,共4页
Journal of Dalian University of Technology
基金
国家自然科学基金资助项目(10171055).
