A family of hybrid conjugate gradient methods for unconstrained optimization
文献类型:期刊论文
作者 | Dai, YH![]() |
刊名 | MATHEMATICS OF COMPUTATION
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出版日期 | 2003 |
卷号 | 72期号:243页码:1317-1328 |
关键词 | unconstrained optimization conjugate gradient method line search descent property global convergence |
ISSN号 | 0025-5718 |
英文摘要 | Conjugate gradient methods are an important class of methods for unconstrained optimization, especially for large-scale problems. Recently, they have been much studied. This paper proposes a three-parameter family of hybrid conjugate gradient methods. Two important features of the family are that (i) it can avoid the propensity of small steps, namely, if a small step is generated away from the solution point, the next search direction will be close to the negative gradient direction; and (ii) its descent property and global convergence are likely to be achieved provided that the line search satisfies the Wolfe conditions. Some numerical results with the family are also presented. |
语种 | 英语 |
WOS记录号 | WOS:000182344400012 |
出版者 | AMER MATHEMATICAL SOC |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19037] ![]() |
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. A family of hybrid conjugate gradient methods for unconstrained optimization[J]. MATHEMATICS OF COMPUTATION,2003,72(243):1317-1328. |
APA | Dai, YH.(2003).A family of hybrid conjugate gradient methods for unconstrained optimization.MATHEMATICS OF COMPUTATION,72(243),1317-1328. |
MLA | Dai, YH."A family of hybrid conjugate gradient methods for unconstrained optimization".MATHEMATICS OF COMPUTATION 72.243(2003):1317-1328. |
入库方式: OAI收割
来源:数学与系统科学研究院
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