A three-term conjugate gradient algorithm for large-scale unconstrained optimization problems(SCI)
发布时间:2016-04-23
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所属单位:中南大学
发表刊物:APPLIED NUMERICAL MATHEMATICS
项目来源:Natural Science Foundation of Hunan Province 13JJ3002 14JJ2003 National Natural Science Foundati
关键字:Large-scale problems; Three-term conjugate gradient method; Global convergence; Inexact line search;
摘要:In this paper, a three-term conjugate gradient algorithm is developed for solving large-scale unconstrained optimization problems. The search direction at each iteration of the algorithm is determined by rectifying the steepest descent direction with the difference between the current iterative points and that between the gradients. It is proved that such a direction satisfies the approximate secant condition as well as the conjugacy condition. The strategies of acceleration and restart are incorporated into designing the algorithm to improve its numerical performance. Global convergence of th
合写作者:Zhong Wan
第一作者:Songhai Deng
论文类型:基础研究
文献类型:J
卷号:92
页面范围:70-81
是否译文:否
发表时间:2015-06-01
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