基于二次模型的共轭梯度优化方法

Q3 Mathematics

WSEAS Transactions on Mathematics Pub Date : 2023-12-06 DOI:10.37394/23206.2023.22.101

Isam H. Halil, I. Moghrabi, A. A. Fawze, Basim A. Hassan, Hisham M. Khudhur

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引用次数: 0

摘要

本文介绍了一种非线性尺度共轭梯度法，该方法以下降和共轭关系为前提。该算法采用确定的共轭参数，以确保该方法生成共轭方向。它还利用一个参数来缩放梯度，以增强方法的收敛性。该方法不仅具有全局收敛的特点，而且保持了下降方向的生成。通过对多种高维非线性试验函数的数值试验，验证了该方法的有效性。所得结果证明了所推导算法的改进性能，并支持了所提出的理论。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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A Quadratic Model based Conjugate Gradient Optimization Method

In this paper, we introduce a nonlinear scaled conjugate gradient method, operating on the premise of a descent and conjugacy relationship. The proposed algorithm employs a conjugacy parameter that is determined to ensure that the method generates conjugate directions. It also utilizes a parameter that scales the gradient to enhance the convergence behavior of the method. The derived method not only exhibits the crucial feature of global convergence but also maintains the generation of descent directions. The efficiency of the method is established through numerical tests conducted on a variety of high-dimensional nonlinear test functions. The obtained results attest to the improved behavior of the derived algorithm and support the presented theory.

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来源期刊

WSEAS Transactions on Mathematics Mathematics-Discrete Mathematics and Combinatorics

CiteScore

1.30

自引率

0.00%

发文量

期刊介绍： WSEAS Transactions on Mathematics publishes original research papers relating to applied and theoretical mathematics. We aim to bring important work to a wide international audience and therefore only publish papers of exceptional scientific value that advance our understanding of these particular areas. The research presented must transcend the limits of case studies, while both experimental and theoretical studies are accepted. It is a multi-disciplinary journal and therefore its content mirrors the diverse interests and approaches of scholars involved with linear algebra, numerical analysis, differential equations, statistics and related areas. We also welcome scholarly contributions from officials with government agencies, international agencies, and non-governmental organizations.