运筹学学报 >
2018 , Vol. 22 >Issue 3: 59 - 68
DOI: https://doi.org/10.15960/j.cnki.issn.1007-6093.2018.03.006
一种求解非线性无约束优化问题的充分下降的共轭梯度法
收稿日期: 2018-01-15
网络出版日期: 2018-09-15
基金资助
国家自然科学基金(Nos. 61179033, 11771003)
Received date: 2018-01-15
Online published: 2018-09-15
Tsegay Giday Woldu, 张海斌, 张鑫, 张芳 . 一种求解非线性无约束优化问题的充分下降的共轭梯度法[J]. 运筹学学报, 2018 , 22(3) : 59 -68 . DOI: 10.15960/j.cnki.issn.1007-6093.2018.03.006
One of the widely used methods for solving large scale unconstrained optimization problems is the conjugate gradient method. In this paper, we propose a new nonlinear conjugate gradient method (CG), which satisfies the sufficient descent condition independent of any line search. We further establish global convergence theorem of the new CG method. Finally, a large amount of numerical experiments are carried out and reported. It shows that the proposed method has an efficient computational performance.
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