求解无约束问题的一个杂交共轭梯度法英文.docVIP

A hybr id con juga te grad ien t m e thod f orαu A hybr id con juga te grad ien t m e thod f or α un con stra in ed op t im iza t ion W E I Zen g2x in , D EN G X iao 2ho n g , ZHOU Y a2qu n (Co llege o f M a th em a t ic s and Info rm a t io n Sc ience, Guangx i U n ive r sity, N ann ing 530004, C h ina) A bstrac t: A new h yb r id co n juga te m e tho d ba sed o n PR P m e tho d is p ropo sed. T h e co nve rgence p rop e r ty is stud ied. N um e r ica l re su lt s show th a t it is effc ien t. Key words: unco n st ra ined op t im iza t io n; co n juga te g rad ien tem e tho d; W o lfe line sea rch co nd it io n s; suff ic ien t de scen t p rop e r ty; g lo ba l co nve rgence. CL C n um ber: O 221. 2 D ocum en t code: A 1 In t ro du c t io n T h e co n ju ga te g rad ien t m e tho d is de sign ed to so lve th e fo llow in g u n co n st ra in ed no n lin ea r op t im iza t io n p ro b lem : (x ) , (1) m inf x ∈R n w h e re f : R n →R is a sm oo th , no n lin ea r fu n c t io n w ho se g rad ien t w ill b e deno ted b y g k. T h e ite ra t ive fo rm u la o f th e co n ju ga te g rad ien t m e tho d is g iven b y x k + 1 = x k + Αk d k , w h e re Αk is a step 2len g th , an d d k is th e sea rch d irec t io n def in ed b y (2) - g k , - g k + Βk d k - 1 , k = 0, k ≥ 1, (3) d k = w h e re Βk is a sca la r an d g k deno te s g (x k ). T h e re a re som e fam o u s fo rm u la s fo r Βk , su ch a s Βk PR P , Βk FR , ΒkD Y , Βk CD , ΒkL S , th e de ta il an a ly sis fo r th e se m e tho d s a re in 3 ～ 8 . In p ap e r 1 , th e au tho r p ropo sed an effc ien t fo rm u la fo r Βk , w h ich is deno ted b y g T k (y k - 1 - tsk - 1 ) (4) Βk = , d T k - 1 y k - 1 it is ju st th e sam e a s H S m e tho d if ex ac t lin e sea rch co n d it io n is u sed. Fo r PR P m e tho d, tho u gh it p e rfo rm s ve ry w e ll w ith W o lfe lin e sea rch , b u t th e co n ve rgen cy p rop e r ty st ill can no t b e p ro ved