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强迫下降的三项共轭梯度法
引用本文:陈龙卫,倪勤,张欣.强迫下降的三项共轭梯度法[J].数值计算与计算机应用,2012,33(3):181-188.
作者姓名:陈龙卫  倪勤  张欣
作者单位:1. 南京航空航天大学理学院,南京210016;泰州机电高等职业技术学校,江苏泰州225300
2. 南京航空航天大学理学院,南京,210016
3. 南京大学金陵学院,南京,210089
基金项目:基金项目:国家自然科学基金(11071117,11001128)资助.
摘    要:基于共轭和下降性质,提出了一种强迫下降的三项共轭梯度法,证明了算法在Wolfe线搜索下的全局收敛性,并进行了数值比较实验.理论与数值试验结果表明这个算法是一个值得研究的方法.

关 键 词:无约束优化  三项共轭梯度法  充分下降条件  共轭条件  全局收敛

FORCED DESCENT THREE-TERM CONJUGATE GRADIENT METHOD
Chen Longwei , Ni Qin , Zhang Xin.FORCED DESCENT THREE-TERM CONJUGATE GRADIENT METHOD[J].Journal on Numerical Methods and Computer Applications,2012,33(3):181-188.
Authors:Chen Longwei  Ni Qin  Zhang Xin
Affiliation:Chen Longwei (College of Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, China; Taizhou Higher Vocational School of Mechanical and Electrical Technology, Taizhou 225300, Jiangsu, China) Ni Qin (College of Science, Nanjing university of Aeronautics and Astronautics, Nanjing 210016, China) Zhang Xin ( Jinling College of Nanjing University, Nanjing 210089, China)
Abstract:From conjugacy and descent conditions, a kind of forced descent three-term conjugate gradient method is presented, with wchich the global convergence is proved under the Wolfe line search. Finally, the numerical experiment is carried out. Theoretical and numerical results show that this new algorithm is an effective algorithm which is worth studying.
Keywords:Unconstrained optimization  three-term conjugate gradient method  sufficient descent condition  conjugacy condition  global convergence
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