运筹学学报 >
2022 , Vol. 26 >Issue 2: 64 - 72
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2022.02.006
修正PRP共轭梯度方法求解无约束最优化问题
收稿日期: 2020-09-02
网络出版日期: 2022-05-27
Modified PRP conjugate gradient method for unconstrained optimization
Received date: 2020-09-02
Online published: 2022-05-27
张慧玲, 赛·闹尔再, 吴晓云 . 修正PRP共轭梯度方法求解无约束最优化问题[J]. 运筹学学报, 2022 , 26(2) : 64 -72 . DOI: 10.15960/j.cnki.issn.1007-6093.2022.02.006
Based on the PRP conjugate gradient method, we propose an efficient modified PRP conjugate gradient method for solving large-scaled unconstrained optimization problems by using the structure of the CG_DESCENT conjugate gradient method. The proposed method generates a sufficient descent direction at each iteration, which is independent of any line search. Its global convergence and linear convergence rate are established under standard Wolfe line search. The numerical results show that the proposed methods is effective for the given test problems.
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