一种改进的混合共轭梯度法

Systems Engineering Procedia Pub Date : 2012-01-01 DOI:10.1016/j.sepro.2011.11.069

Wen Jia , Jizhou Zong , Xiaodong Wang

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引用次数: 3

摘要

共轭梯度法是求解无约束优化问题的一种重要而有效的方法，尤其适用于求解大规模问题。在Jing和Deng[1]提出的混合共轭梯度方法的基础上，改进了混合共轭梯度方法，证明了该方法在一个充分条件下的全局收敛性。最后给出了一些工程上的数值实验。

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An Improved Mixed Conjugate Gradient Method

Conjugate gradient method is an important and efficient method to solve the unconstrained optimization problems, especially for large scale problems. Based on the mixed conjugate gradient method proposed by Jing and Deng [1], we improve the mixed conjugate gradient method and prove the global convergence under a sufficient condition. At last, some numerical experiments from engineering are shown.

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Systems Engineering Procedia

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