运筹学学报
運籌學學報
운주학학보
OR TRANSACTIONS
2009年
2期
18-24
,共7页
运筹学%无约束最优化%共轭梯度法%Wolfe线搜索%全局收敛
運籌學%無約束最優化%共軛梯度法%Wolfe線搜索%全跼收斂
운주학%무약속최우화%공액제도법%Wolfe선수색%전국수렴
Operations research%unconstrained optimization%conjugate gradient method%Wolfe line search%global convergence
本文给出了一个新的共轭梯度公式,新公式在精确线搜索下与DY公式等价,并给出了新公式的相关性质.结合新公式和DY公式提出了一个新的混合共轭梯度法,新算法在Wolfe线搜索下产生一个下降方向,并证明了算法的全局收敛性,并给出了数值例子.
本文給齣瞭一箇新的共軛梯度公式,新公式在精確線搜索下與DY公式等價,併給齣瞭新公式的相關性質.結閤新公式和DY公式提齣瞭一箇新的混閤共軛梯度法,新算法在Wolfe線搜索下產生一箇下降方嚮,併證明瞭算法的全跼收斂性,併給齣瞭數值例子.
본문급출료일개신적공액제도공식,신공식재정학선수색하여DY공식등개,병급출료신공식적상관성질.결합신공식화DY공식제출료일개신적혼합공액제도법,신산법재Wolfe선수색하산생일개하강방향,병증명료산법적전국수렴성,병급출료수치례자.
In this paper, a new conjugate gradient formula is presented. The new formula is the same as DY formula when the line search is exact. Some properties of the new formula are discussed. We propose a new conjugate gradient algorithm for unconstrained optimization with a mixed formula that combines the new formula and DY formula. The algorithm produces a descent direction. The global convergence of the algorithm is proved, some numerical examples are given.
