【摘要】 给出了新的PRP算法,该算法具有充分下降性和在无需任何线搜索的情况下自动保持搜索方向在可行域的特性,而且该算法在非凸函数和一致凸函数上具有全局收敛性,最后证明了新算法的线性收敛速度.更多还原

【Abstract】 The PRP method is generally believed to be the most efficient conjugate gradient method.A new PRP algorithm is proposed in this paper,which has sufficient descent property and gives the characteristic that the new search direction can automatically keep in a trust region without carrying out any line search rule.What is more,this algorithm possesses superior convergence property for nonconvex function and uniformly convex function.Finally,the linear convergence rate of the new algorithm is proved.更多还原