机构地区: 暨南大学信息科学技术学院数学系
出 处: 《海南大学学报(自然科学版)》 2011年第4期324-330,共7页
摘 要: 提出一类改进的PRP共轭梯度法,该算法采用一个新的公式计算参数并且具有下列性质:1)在任何线搜索下都满足充分下降性;2)继承了PRP方法的重要性质;3)在一些假设条件下具有全局收敛性.初步的数值试验表明,该算法是有效可行的. In our report, a modified PRP conjugate gradient method was proposed, which develops a new formula for parameter and possesses the following properties : ( 1 ) the sufficient descent property holds without any line searches ; (2) the method inherits an important property of Polak Ribiere Polyak (PRP) method; (3) the method is globally convergent under some assumable conditions. Preliminary numerical results showed that this method was very efficient.