An efficient hybrid conjugate gradient method for unconstrained optimization
文献类型：期刊论文
| 作者 | Dai, YH ; Yuan, Y
|
| 刊名 | ANNALS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2001 |
| 卷号 | 103页码:33-47 |
| 关键词 | unconstrained optimization conjugate gradient method line search descent property global convergence |
| ISSN号 | 0254-5330 |
| 英文摘要 | Recently, we propose a nonlinear conjugate gradient method, which produces a descent search direction at every iteration and converges globally provided that the cline search satisfies the weak Wolfe conditions. In this paper, we will study methods related to the new nonlinear conjugate gradient method. Specifically, if the size of the scalar A with respect to the one in the new method belongs to some interval, then the corresponding methods are proved to be globally, convergent; otherwise, we are able to construct a convex quadratic example showing that the methods need not converge. Numerical experiments are made for two combinations of the new method and the Hestenes-Stiefel conjugate gradient method. The initial results show that, one of the hybrid methods is especially efficient for the given test problems. |
| WOS研究方向 | Operations Research & Management Science |
| 语种 | 英语 |
| WOS记录号 | WOS:000173045500003 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16710]  |
| 专题 | 计算数学与科学工程计算研究所 |
| 通讯作者 | Dai, YH |
| 作者单位 | Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Dai, YH,Yuan, Y. An efficient hybrid conjugate gradient method for unconstrained optimization[J]. ANNALS OF OPERATIONS RESEARCH,2001,103:33-47. |
| APA | Dai, YH,&Yuan, Y.(2001).An efficient hybrid conjugate gradient method for unconstrained optimization.ANNALS OF OPERATIONS RESEARCH,103,33-47. |
| MLA | Dai, YH,et al."An efficient hybrid conjugate gradient method for unconstrained optimization".ANNALS OF OPERATIONS RESEARCH 103(2001):33-47. |
入库方式： OAI收割
来源：数学与系统科学研究院
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