求解无约束优化问题的一种新的非线性共轭梯度法

数学季刊 ›› 2010, Vol. 25 ›› Issue (3): 444-450.

求解无约束优化问题的一种新的非线性共轭梯度法

1. College of Mathematics and Computer Science, Chongqing Three Gorges University2. College of Mathematics and Physics, Chongqing University

收稿日期:2008-03-10 出版日期:2010-09-30 发布日期:2023-05-29
作者简介:LIU Jin-kui(1982- ), male, native of Anyang, Henan, an assistant professor of Chongqing Three Gorges University, engages in economy system optimization makes policy and controls; WANG Kai-rong(1965-), male, native of Chongqing, an associate professor Chongqing University, engages in optimization theory and application; SONG Xiao-qian(1985- ), female, native of Pingliang, Gansu, an assistant professor professor of Chongqing Three Gorges University, engages in topological dynamical system; DU Xiang-lin(1956-), male, native of Wanzhou, Chongqing, a professor of Chongqing Three Gorges University, engages in finite group.
基金资助:
Supported by the Fund of Chongqing Education Committee(KJ091104)；

A New Nonlinear Conjugate Gradient Method for Unconstrained Optimization Problems

1. College of Mathematics and Computer Science, Chongqing Three Gorges University2. College of Mathematics and Physics, Chongqing University

Received:2008-03-10 Online:2010-09-30 Published:2023-05-29
About author:LIU Jin-kui(1982- ), male, native of Anyang, Henan, an assistant professor of Chongqing Three Gorges University, engages in economy system optimization makes policy and controls; WANG Kai-rong(1965-), male, native of Chongqing, an associate professor Chongqing University, engages in optimization theory and application; SONG Xiao-qian(1985- ), female, native of Pingliang, Gansu, an assistant professor professor of Chongqing Three Gorges University, engages in topological dynamical system; DU Xiang-lin(1956-), male, native of Wanzhou, Chongqing, a professor of Chongqing Three Gorges University, engages in finite group.
Supported by:
Supported by the Fund of Chongqing Education Committee(KJ091104)；

摘要/Abstract

摘要： In this paper, an efficient conjugate gradient method is given to solve the general unconstrained optimization problems, which can guarantee the sufficient descent property and the global convergence with the strong Wolfe line search conditions. Numerical results show that the new method is efficient and stationary by comparing with PRP+ method, so it can be widely used in scientific computation.

关键词: unconstrained optimization, conjugate gradient method, strong Wolfe line
search, sufficient descent property, global convergence

Abstract: In this paper, an efficient conjugate gradient method is given to solve the general unconstrained optimization problems, which can guarantee the sufficient descent property and the global convergence with the strong Wolfe line search conditions. Numerical results show that the new method is efficient and stationary by comparing with PRP+ method, so it can be widely used in scientific computation.

Key words: unconstrained optimization, conjugate gradient method, strong Wolfe line
search, sufficient descent property, global convergence

中图分类号:

O224

刘金魁, 王开荣, 宋晓倩, 杜祥林. 求解无约束优化问题的一种新的非线性共轭梯度法[J]. 数学季刊, 2010, 25(3): 444-450.

LIU Jin-kui, WANG Kai-rong, SONG Xiao-qian, DU Xiang-lin. A New Nonlinear Conjugate Gradient Method for Unconstrained Optimization Problems[J]. Chinese Quarterly Journal of Mathematics, 2010, 25(3): 444-450.

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