求解无约束问题的一个杂交共轭梯度法.docVIP

求解无约束问题的一个杂交共轭梯度法第32卷增刊2007年9月广西大学(自然科学版)JournalofGuangxiUniversity(NatSciEd)文章编号:1001—7445(2007)增一0239?05Vo1.32,SuPSept..2007AhybridconjugategradientmethodforunconstrainedoptimizationWEIZeng—xin,DENGXiao—hong,ZHOUYa—qun(Co11egeofMathematicsandInformationScience.GuangxiUniversity?Nanning530004?Chi)Abstract:AnewhybridconjugatemethodbasedonPRPmethodisproposed?Thecongpropystudied.Numerica1resultsshowthatitiseffcient.Keyw.rds:unc.nstraned.ptimizati.n;c.njugategradientemeth.d;w.Ifelinesearchc.nditi.ns;sufficdescentproperty;globalconvergence?CLCnumber:O221.2Documentcode:A1IntroductionTheconjugategradientmethodisdesignedtoso!Vethefollowingunconstrainednol;.optimizationproblemmin厂(),(])ewhere厂:R一Risasmooth,nonlinearfunctionwhosegradientwillbedenotedbyg?Theiter嚣÷Veforn1u1aoftheconjugategradientmethodisgivenbyz+1一z十,(2)where}isastep—length,andd^isthesearchdirectiondefinedby一』--gk,一U(3)一l一士d一.,≥1,whereisasca1arandg^denotesg(^).rhereares.meram.usformu1asf.rilk,suchasp^,,p^D,p.,p^,thedetailanalysisforthesemethodsarein[3～8]?lnpaper[1],theauthorproposedaneffcientformulafor,whichisdenotedby,itisiustthesameasHSmethodifexactlinesearchconditionisused.ForPRPmethod?thoughtperformsverywellwithWolfelinesearch,buttheconvergencypropertystillcannotbeproVedeVeundertheassumptionofsuffcientdescentproperty㈨.In[10],theauthorproposedahybridconjugategradientmethod,inwhich—mx(0n1in(,FR)).Anotherauthorin[2]modifiedthishybridconjugate!nethodandobtaindbnumericalresult.1nrecentyears,someotherauthorshavedonemuchWOtk.nstudyingCOnjugaegraenttypemethodandtheyobtainedgoodresuhsL?Inthispaper,weproposeanewhybridconjugatemethod,,ve-】sethefollowingformula.obtain:Receiveddate:2007—04—21Fundationitem:SupportedbyGuangxiNSF(0542043)Bi.graphy:WEIZeng-xin(1962一),Male,ZhuagPeople,GuagxiProvince,Profess.r.fGuangxiUniversity240广西大学(自然科学版)第32卷where--=max(0,min(flkp,)),一+2dk-,llg一llyk—gI—gI一1?WeuseboththeweakWolfeandstronglinesearchconditionsin(WWP):厂(zj+fId)--f(xI)≤gTdI,g(xI+fIdI)dI≥ag[dI.strongWolfecondition(SWP):f(xI+fI