一类具有广义拟牛顿方程的非单调谱共轭梯度方法

2011 International Conference on Mechatronic Science, Electric Engineering and Computer (MEC) Pub Date : 2011-09-23 DOI:10.1109/MEC.2011.6025852

M. Ma, Yongpo Zhang, Zilong Yang, Y. Shang

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引用次数: 0

摘要

为了解决工程和管理中的大规模无约束优化问题。本文将谱共轭梯度方法与广义拟牛顿条件相结合，构造了一类非单调谱共轭梯度方法。根据不同的参数选择，对不同的参数进行了比较。数值实验表明，这类非单调谱共轭梯度方法是有竞争力的。

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A class of nonmonotone spectral conjugate gradient methods with the generalized quasi-Newton equation

In order to solve the large-scale unconstraint optimization in engineering and management. In this paper, we combine spectral conjugate gradient methods with the generalized quasi-Newton condition, and construct a class of nonmonotone spectral conjugate gradient methods. According to different parameters alternative, a comparison to different parameters are given. Numerical experiments show that this class of nonmonotone spectral conjugate gradient methods are competitive.

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2011 International Conference on Mechatronic Science, Electric Engineering and Computer (MEC)

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