| 一个求解无约束优化问题的条件预优共轭梯度法 |
| |
| 引用本文： | 孙麟平. 一个求解无约束优化问题的条件预优共轭梯度法[J]. 高等学校计算数学学报, 1997, 19(3): 286-292 |
| |
| 作者姓名： | 孙麟平 |
| |
| 作者单位： | 南京大学数学系 南京210093 |
| |
| 基金项目： | 国家自然科学基金委4967526号资助项目 |
| |
| 摘 要： | 1 引言 考虑无约束最优化问题minf(x)(1.1)
|
| 关 键 词： | 无约束优化 共轭梯度法 最佳化 PCG法 |
A PRECONDITIONED CONJUGATE GRADIENT ALGORITHM FORLARGE-SCALE UNCONSTRAINED OPTIMIZATION |
| |
| Sun Linping. A PRECONDITIONED CONJUGATE GRADIENT ALGORITHM FORLARGE-SCALE UNCONSTRAINED OPTIMIZATION[J]. Numerical Mathematics A Journal of Chinese Universities, 1997, 19(3): 286-292 |
| |
| Authors: | Sun Linping |
| |
| Affiliation: | Nanjing University |
| |
| Abstract: | A new preconditioned conjugate gradient algorithm is developed, in which the self-scaling symmetric rank one update with Davidon's optimal condition is chosen as a preconditioner. The new algorithm is designed to be required only the storage of seven vectors such that it is suitable for the large-scale optimization problems. Preliminary numerical tests show that the new algorithm compares favourably with some similar methods. |
| |
| Keywords: | Large scale problems optimization precondition conjugate gradient method. |
| 本文献已被 CNKI 维普 等数据库收录！ |
