摘要
对无约束优化问题提出了一种新的非标准共轭梯度算法,该算法的搜索方向类似于曲线搜索算法的方向。证明了新算法的全局收敛性,并通过数值模拟验证了该算法是有效的和快速的。
In this paper,a new non-standard conjugate gradient algorithm is proposed,which is dedicated to solving unconstrained optimization problem.Search direction of the new algorithm is similar to direction of curve search method.Global convergence of the algorithm is proved.Numerical simulations show that the new algorithm is efficient and fast.
出处
《计算机工程与应用》
CSCD
北大核心
2007年第11期64-65,68,共3页
Computer Engineering and Applications
基金
湖南省教育厅科研项目(the Research Project of Department of Education of Hunan Province of China)。
关键词
无约束优化
共轭梯度算法
收敛性
数值模拟
unconstrained optimization
conjugate gradient algorithm
convergence
numerical simulation
