摘要
我们以Engli(1959)的线性方法为基础,构造出一个极小化一般非线性目标函数(3)的非线性预处理共轭斜量法:
A nonlinear preconditioned conjugate gradient method is derived for nonlinear optimiza-tion using Engli's (1959) linear conjugate gradient method for linear systems. It is showedthat it is, in particular, equivalent to Beals's conjugate gradient method. The preconditioningmatrix is produced from a truncated memory-free quasi-Newton update formula. Numericaltests indicate that this method is promising.
出处
《数值计算与计算机应用》
CSCD
北大核心
1990年第3期190-192,F003,共4页
Journal on Numerical Methods and Computer Applications
关键词
线性方程
预处理
共轭斜量法
Numerical optimization
conjugate gradient method
preconditioned method
