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凸约束优化问题的杂交三阶投影HS-PRP方法
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Abstract:
本文提出了一种杂交三阶投影HS-PRP共轭梯度法求解凸约束优化问题并证明了该算法的全局收敛性，该方法是求解无约束优化问题的三阶HS共轭梯度法的推广。数值实验结果表明，该算法是有效的。
In this paper, we propose a hybrid third-term projected HS-PRP conjugate gradient method for solving convex constrained optimization problems and establish its global convergence, which is a generalization of the third-term HS conjugate gradient method for unconstrained optimization. Numerical experimental results show that the algorithm is effective.
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