【摘要】 共轭梯度法是一类具有广泛应用的求解大规模无约束优化问题的方法.提出了一种新的非线性共轭梯度(CG)法,理论分析显示新算法在多种线搜索条件下具有充分下降性.进一步证明了新CG算法的全局收敛性定理.最后,进行了大量数值实验,其结果表明与传统的几类CG方法相比,新算法具有更为高效的计算性能.更多还原

【Abstract】 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.更多还原