一个改进的WYL型三项共轭梯度法

数学物理学报 ›› 2021, Vol. 41 ›› Issue (6): 1871-1879.

一个改进的WYL型三项共轭梯度法

朱志斌(),耿远航*()

^{桂林电子科技大学数学与计算科学学院 & 广西高校数据分析与计算重点实验室广西桂林 541004}

收稿日期:2020-11-06 出版日期:2021-12-26 发布日期:2021-12-02
通讯作者: 耿远航 E-mail:zhuzb@guet.edu.cn;18434164700@163.com
作者简介:朱志斌, E-mail:zhuzb@guet.edu.cn
基金资助:
国家自然科学基金(61967004);国家自然科学基金(11901137);广西自动检测技术与仪器重点实验室项目(YQ20113);广西自动检测技术与仪器重点实验室项目(YQ20114);广西密码学与信息安全重点实验室研究课题(GCIS201927);广西密码学与信息安全重点实验室研究课题(GCIS201621);桂林电子科技大学研究生教育创新计划资助项目(2021YCXS118)

A Modified Three-Term WYL Conjugate Gradient Method

Zhibin Zhu(),Yuanhang Geng*()

^{School of Mathematics and Computing Science, Guilin University of Electronic Technology&Guangxi Colleges and Universities Key Laboratory of Data Analysis and Computation, Guangxi Guilin 541004}

Received:2020-11-06 Online:2021-12-26 Published:2021-12-02
Contact: Yuanhang Geng E-mail:zhuzb@guet.edu.cn;18434164700@163.com
Supported by:
the NSFC(61967004);the NSFC(11901137);the Guangxi Key Laboratory of Automatic Detecting Technology and Instruments(YQ20113);the Guangxi Key Laboratory of Automatic Detecting Technology and Instruments(YQ20114);the Guangxi Key Laboratory of Cryptography and Information Security(GCIS201927);the Guangxi Key Laboratory of Cryptography and Information Security(GCIS201621);the Innovation Project of GUET Graduate Education(2021YCXS118)

摘要/Abstract

摘要：

共轭梯度法是求解一类大规模优化问题的重要算法，有计算简单收敛速度快等优点.该文提出了一个修正的WYL型三项共轭梯度法.该方法满足充分下降条件不依赖于任何线搜索方式，并且在修改的Armijo线搜索下具有全局收敛性质.实验数值结果表明新方法是有效的.

关键词: 无约束优化, WYL共轭梯度, 全局收敛, 充分下降

Abstract:

Conjugate gradient method is an important algorithm to solve a class of large-scale optimization problems, and it has the advantages of simple calculation and fast convergence. This method satisfies the sufficient descent condition without relying on any line search method, and it has global convergence under the modified Armijo line search. Numerical results of experiments show that the method is effective.

Key words: Unconstrained optimization, WYL conjugate gradient, Global convergence, Sufficient descent

中图分类号:

O221.2

朱志斌,耿远航. 一个改进的WYL型三项共轭梯度法[J]. 数学物理学报, 2021, 41(6): 1871-1879.

Zhibin Zhu,Yuanhang Geng. A Modified Three-Term WYL Conjugate Gradient Method[J]. Acta mathematica scientia,Series A, 2021, 41(6): 1871-1879.

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