无约束优化中PRP和HZ方法组合的行为

IF 1.1 Q2 MATHEMATICS, APPLIED
Sarra Delladji, M. Belloufi, B. Sellami
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引用次数: 4

摘要

To achieve a conjugate gradient method which is strong in theory and efficient in practice for solving unconstrained optimization problem, we propose a hybridization of the Hager and Zhang (HZ) and Polak-Ribiere and Polyak (PRP) conjugate gradient methods which possesses an important property of the well known PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, averting a sequence of tiny steps from happening, the new scalar \begin{document}$ \beta_k $\end{document} is obtained by convex combination of PRP and HZ under the wolfe line search we prove the sufficient descent and the global convergence. Numerical results are reported to show the effectiveness of our procedure.
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Behavior of the combination of PRP and HZ methods for unconstrained optimization
To achieve a conjugate gradient method which is strong in theory and efficient in practice for solving unconstrained optimization problem, we propose a hybridization of the Hager and Zhang (HZ) and Polak-Ribiere and Polyak (PRP) conjugate gradient methods which possesses an important property of the well known PRP method: the tendency to turn towards the steepest descent direction if a small step is generated away from the solution, averting a sequence of tiny steps from happening, the new scalar \begin{document}$ \beta_k $\end{document} is obtained by convex combination of PRP and HZ under the wolfe line search we prove the sufficient descent and the global convergence. Numerical results are reported to show the effectiveness of our procedure.
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来源期刊
CiteScore
3.10
自引率
0.00%
发文量
62
期刊介绍: Numerical Algebra, Control and Optimization (NACO) aims at publishing original papers on any non-trivial interplay between control and optimization, and numerical techniques for their underlying linear and nonlinear algebraic systems. Topics of interest to NACO include the following: original research in theory, algorithms and applications of optimization; numerical methods for linear and nonlinear algebraic systems arising in modelling, control and optimisation; and original theoretical and applied research and development in the control of systems including all facets of control theory and its applications. In the application areas, special interests are on artificial intelligence and data sciences. The journal also welcomes expository submissions on subjects of current relevance to readers of the journal. The publication of papers in NACO is free of charge.
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