| 无约束优化问题的修正PRP共轭梯度法 |
| |
| 引用本文： | 乌彩英. 无约束优化问题的修正PRP共轭梯度法[J]. 应用数学, 2011, 24(1) |
| |
| 作者姓名： | 乌彩英 |
| |
| 作者单位： | 内蒙古大学数学科学学院,内蒙古,呼和浩特,010021 |
| |
| 基金项目： | Supported by the Natural Science Foundation of Inner Mongolia Autonomous Region(2010BS0108); SPH-I MU(Z20090135) |
| |
| 摘 要： | 本文通过结合牛顿法与PRP共轭梯度法提出一修正PRP方法,新方法中包含了二阶导数信息,在适当的假设下算法全局收敛,数值算例表明了算法的有效性.
|
| 关 键 词： | 共轭梯度 无约束优化 全局收敛 牛顿法 |
A Modified PRP Conjugate Gradient Algorithm for Unconstrained Optimization Problems |
| |
| WU Caiying. A Modified PRP Conjugate Gradient Algorithm for Unconstrained Optimization Problems[J]. Mathematica Applicata, 2011, 24(1) |
| |
| Authors: | WU Caiying |
| |
| Affiliation: | WU Caiying(College of Mathematics Science,Inner Mongolia University,Hohhot 010021,China) |
| |
| Abstract: | A new conjugate gradient algorithm is presented by combining the Newton and the PRP conjugate gradient methods,which can be seen as the modification of PRP method.The new method take both available gradient and the part second-order information.Our algorithm is shown to be global convergent under some assumptions.Numerical results are also reported. |
| |
| Keywords: | Conjugate gradient Unconstrained optimization Global convergence Newton method |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
