大规模无约束非凸问题的改进型下降佩里型算法及其在图像复原问题中的应用

IF 1.8 3区 数学 Q1 MATHEMATICS
Xiaoliang Wang, Jian Lv, Na Xu
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引用次数: 0

摘要

共轭梯度法计算简单、内存要求低,对大规模无约束优化问题非常有效。佩里共轭梯度法被认为是无约束最小化中最有效的方法之一。然而,对于一般函数的全局收敛结果尚未确定。本文提出了一种改进的三项佩里型算法,它能自动满足充分下降特性,与线性搜索策略的精度无关。在标准的 Wolfe 线搜索技术和修正的正割条件下,本文提出的算法对一般非线性函数具有全局收敛性,且不存在凸性假设。对于高达 300,000 维的大型问题,与稳定性佩里法、两种改进的佩里共轭梯度法和两种有效的三项共轭梯度法进行比较的数值结果表明,在测试问题上,所提算法比其他方法更有效、更可靠。此外,我们还将其应用于一些图像复原问题。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
An improved descent Perry‐type algorithm for large‐scale unconstrained nonconvex problems and applications to image restoration problems
Conjugate gradient methods are much effective for large‐scale unconstrained optimization problems by their simple computations and low memory requirements. The Perry conjugate gradient method has been considered to be one of the most efficient methods in the context of unconstrained minimization. However, a globally convergent result for general functions has not been established yet. In this paper, an improved three‐term Perry‐type algorithm is proposed which automatically satisfies the sufficient descent property independent of the accuracy of line search strategy. Under the standard Wolfe line search technique and a modified secant condition, the proposed algorithm is globally convergent for general nonlinear functions without convexity assumption. Numerical results compared with the Perry method for stability, two modified Perry‐type conjugate gradient methods and two effective three‐term conjugate gradient methods for large‐scale problems up to 300,000 dimensions indicate that the proposed algorithm is more efficient and reliable than the other methods for the testing problems. Additionally, we also apply it to some image restoration problems.
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来源期刊
CiteScore
3.40
自引率
2.30%
发文量
50
审稿时长
12 months
期刊介绍: Manuscripts submitted to Numerical Linear Algebra with Applications should include large-scale broad-interest applications in which challenging computational results are integral to the approach investigated and analysed. Manuscripts that, in the Editor’s view, do not satisfy these conditions will not be accepted for review. Numerical Linear Algebra with Applications receives submissions in areas that address developing, analysing and applying linear algebra algorithms for solving problems arising in multilinear (tensor) algebra, in statistics, such as Markov Chains, as well as in deterministic and stochastic modelling of large-scale networks, algorithm development, performance analysis or related computational aspects. Topics covered include: Standard and Generalized Conjugate Gradients, Multigrid and Other Iterative Methods; Preconditioning Methods; Direct Solution Methods; Numerical Methods for Eigenproblems; Newton-like Methods for Nonlinear Equations; Parallel and Vectorizable Algorithms in Numerical Linear Algebra; Application of Methods of Numerical Linear Algebra in Science, Engineering and Economics.
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