{"title":"在自动重启策略中引入阻尼因子的改进PRP共轭梯度算法","authors":"Xiao Liang Dong","doi":"10.1016/j.cam.2025.116638","DOIUrl":null,"url":null,"abstract":"<div><div>In this paper, we present an improved Polak–Ribière–Polyak (PRP) conjugate gradient algorithm, in which the search direction satisfies the sufficient descent condition with strong Wolfe conditions. A “circuit breaker” mechanism is suggested in the monitoring and pre-warning system concerned with a poor approximation to the scalar β<span><math><msubsup><mrow></mrow><mrow><mi>k</mi></mrow><mrow><mi>P</mi><mi>R</mi><mi>P</mi></mrow></msubsup></math></span>. The resulting instinct self-correcting property is satisfied at each iteration, which can be viewed as the inheritance and development of the original PRP method. Meanwhile, several auxiliary functions are introduced, which achieve twin goals of manipulating the magnitude of conjugate gradient parameter and making swift changes to incorrect predictions if jamming occurs in actual computation. Under mild conditions, we establish the global convergence of the new algorithms and its variants for the general function. Numerical results show our algorithms are practical and effective for the test problems. Finally, the preliminary numerical experiments are given to indicate the efficiency of the proposed methods for image restoration.</div></div>","PeriodicalId":50226,"journal":{"name":"Journal of Computational and Applied Mathematics","volume":"468 ","pages":"Article 116638"},"PeriodicalIF":2.1000,"publicationDate":"2025-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"An improved PRP conjugate gradient algorithm with a damping factor within an automatic restarting strategy\",\"authors\":\"Xiao Liang Dong\",\"doi\":\"10.1016/j.cam.2025.116638\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>In this paper, we present an improved Polak–Ribière–Polyak (PRP) conjugate gradient algorithm, in which the search direction satisfies the sufficient descent condition with strong Wolfe conditions. A “circuit breaker” mechanism is suggested in the monitoring and pre-warning system concerned with a poor approximation to the scalar β<span><math><msubsup><mrow></mrow><mrow><mi>k</mi></mrow><mrow><mi>P</mi><mi>R</mi><mi>P</mi></mrow></msubsup></math></span>. The resulting instinct self-correcting property is satisfied at each iteration, which can be viewed as the inheritance and development of the original PRP method. Meanwhile, several auxiliary functions are introduced, which achieve twin goals of manipulating the magnitude of conjugate gradient parameter and making swift changes to incorrect predictions if jamming occurs in actual computation. Under mild conditions, we establish the global convergence of the new algorithms and its variants for the general function. Numerical results show our algorithms are practical and effective for the test problems. Finally, the preliminary numerical experiments are given to indicate the efficiency of the proposed methods for image restoration.</div></div>\",\"PeriodicalId\":50226,\"journal\":{\"name\":\"Journal of Computational and Applied Mathematics\",\"volume\":\"468 \",\"pages\":\"Article 116638\"},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2025-03-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Computational and Applied Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0377042725001529\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Computational and Applied Mathematics","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0377042725001529","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
引用次数: 0
摘要
本文提出了一种改进的polak - ribi - polyak (PRP)共轭梯度算法,该算法的搜索方向满足强Wolfe条件下的充分下降条件。在与标量βkPRP近似较差的监测预警系统中,提出了一种“断路器”机制。每次迭代都能满足所得到的本能自校正特性,这可以看作是对原PRP方法的继承和发展。同时,引入了几个辅助函数,实现了控制共轭梯度参数的大小和在实际计算中出现干扰时迅速纠正错误预测的双重目的。在温和条件下,我们建立了新算法及其变体对一般函数的全局收敛性。数值结果表明,该算法对测试问题是实用有效的。最后,通过初步的数值实验验证了该方法的有效性。
An improved PRP conjugate gradient algorithm with a damping factor within an automatic restarting strategy
In this paper, we present an improved Polak–Ribière–Polyak (PRP) conjugate gradient algorithm, in which the search direction satisfies the sufficient descent condition with strong Wolfe conditions. A “circuit breaker” mechanism is suggested in the monitoring and pre-warning system concerned with a poor approximation to the scalar β. The resulting instinct self-correcting property is satisfied at each iteration, which can be viewed as the inheritance and development of the original PRP method. Meanwhile, several auxiliary functions are introduced, which achieve twin goals of manipulating the magnitude of conjugate gradient parameter and making swift changes to incorrect predictions if jamming occurs in actual computation. Under mild conditions, we establish the global convergence of the new algorithms and its variants for the general function. Numerical results show our algorithms are practical and effective for the test problems. Finally, the preliminary numerical experiments are given to indicate the efficiency of the proposed methods for image restoration.
期刊介绍:
The Journal of Computational and Applied Mathematics publishes original papers of high scientific value in all areas of computational and applied mathematics. The main interest of the Journal is in papers that describe and analyze new computational techniques for solving scientific or engineering problems. Also the improved analysis, including the effectiveness and applicability, of existing methods and algorithms is of importance. The computational efficiency (e.g. the convergence, stability, accuracy, ...) should be proved and illustrated by nontrivial numerical examples. Papers describing only variants of existing methods, without adding significant new computational properties are not of interest.
The audience consists of: applied mathematicians, numerical analysts, computational scientists and engineers.