Global Convergence Of A New Modified PRP Conjugate Gradient Method

被引：0

作者：

Yong, Li ^{[1
]}

机构：

[1] Baise Univ, Dept Math & Comp Sci, Baise 533000, Peoples R China

来源：

PROCEEDINGS OF THE 31ST CHINESE CONTROL CONFERENCE | 2012年

关键词：

Unconstrained optimization; Conjugate Gradient Method; Inexact Line Search; Global Convergence; OPTIMIZATION;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper puts forwards a modified PRP conjugate gradient method, in which the new parameter formula is adopted. This method ensures automatically the non-negative of the new parameter formula. Under mild conditions, the global convergence of the proposed formula with the generalized Wolfe-Powell line search and the Wolfe-Powell line search is proved. Numerical results show that the new method performs much better than both PRP and PRP+ methods.

引用

页码：2287 / 2290

页数：4

共 10 条

[1] FUNCTION MINIMIZATION BY CONJUGATE GRADIENTS
FLETCHER, R
REEVES, CM
[J]. COMPUTER JOURNAL, 1964, 7 (02): : 149 - &
[2] GLOBAL CONVERGENCE PROPERTIES OF CONJUGATE GRADIENT METHODS FOR OPTIMIZATION
Gilbert, Jean Charles
Nocedal, Jorge
[J]. SIAM JOURNAL ON OPTIMIZATION, 1992, 2 (01) : 21 - 42
[3] A globally convergent version of the Polak-Ribiere conjugate gradient method
Grippo, L
Lucidi, S
[J]. MATHEMATICAL PROGRAMMING, 1997, 78 (03) : 375 - 391
[4] METHODS OF CONJUGATE GRADIENTS FOR SOLVING LINEAR SYSTEMS
HESTENES, MR
STIEFEL, E
[J]. JOURNAL OF RESEARCH OF THE NATIONAL BUREAU OF STANDARDS, 1952, 49 (06): : 409 - 436
[5] EFFICIENT GENERALIZED CONJUGATE-GRADIENT ALGORITHMS, .1. THEORY
LIU, Y
STOREY, C
[J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1991, 69 (01) : 129 - 137
[6] MORE JJ, 1981, ACM T MATH SOFTWARE, V7, P17, DOI 10.1145/355934.355936
[7] POLAK E, 1969, REV FR INFORM RECH O, V3, P35
[8] Polyak B. T., 1969, U. S. S. R. Comput. Math. and Math. Phys., V9, P94
[9] POWELL MJD, 1984, LECT NOTES MATH, V1066, P122
[10] The convergence properties of some new conjugate gradient methods
Wei, Zengxin
Yao, Shengwei
Liu, Liying
[J]. APPLIED MATHEMATICS AND COMPUTATION, 2006, 183 (02) : 1341 - 1350

← 1 →