New type of conjugate gradient algorithms for unconstrained optimization problems

被引:6
|
作者
Wu, Caiying [1 ]
Chen, Guoqing [1 ]
机构
[1] Inner Mongolia Univ, Coll Math Sci, Hohhot 010021, Peoples R China
关键词
conjugate gradient; unconstrained optimization; global convergence; conjugacy condition; GLOBAL CONVERGENCE PROPERTIES;
D O I
10.3969/j.issn.1004-4132.2010.06.012
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Two new formulaes of the main parameter beta(k) of the conjugate gradient method are presented, which respectively can be seen as the modifications of method HS and PRP. In comparison with classic conjugate gradient methods, the new methods take both available gradient and function value information. Furthermore, their modifications are proposed. These methods are shown to be global convergent under some assumptions. Numerical results are also reported.
引用
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页码:1000 / 1007
页数:8
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