非线性优化的非单调共轭梯度法

2010 Third International Joint Conference on Computational Science and Optimization Pub Date : 2010-05-28 DOI:10.1109/CSO.2010.218

Ying Song, Liying Liu

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引用次数: 2

摘要

提出了一种求解非线性优化问题的无单调共轭梯度法。在对搜索方向dk较弱的假设和对目标函数f较弱的假设下，证明了该方法的全局收敛性。

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A Nonmonotone Conjugate Gradient Method for Nonlinear Optimization

In this paper, a no monotone conjugate gradient method for nonlinear optimization is proposed. Under weaker assumption on search direction dk and the mild assumptions on objective function f, the global convergence of the method is established.

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2010 Third International Joint Conference on Computational Science and Optimization

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