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计算数学  2013 

两种有效的非线性共轭梯度算法

, PP. 286-296

Keywords: 非线性共轭梯度法,标准Wolfe线搜索,充分下降性质,全局收敛性

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Abstract:

根据CG-DESCENT算法[1]的结构和Powell在综述文献[11]中的建议,给出了两种新的求解无约束优化问题的非线性共轭梯度算法.它们在任意线搜索下都具有充分下降性质,并在标准Wolfe线搜索下对一般函数能够保证全局收敛性.通过对CUTEr函数库中部分著名的函数进行试验,并借助著名的Dolan&Moré[2]评价方法,展示了新算法的有效性.

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