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A practical PR+ conjugate gradient method only using gradient
DOI:10.1016/j.amc.2012.08.047.png)
摘要
En 中文
In this paper, we consider the Polak-Ribiere (or Polak-Ribiere plus) conjugate gradient method for solving optimality condition of an unconstrained minimization problem. We give two new steplength rules only using gradient, and under gradient-Lipschitz assumption prove this method's global convergence correspondingly. Then, we develop a practical Polak-Ribiere plus method whose steplength is located by one inequality only using gradient, and report promising numerical results on high accuracy solution for some standard test problems when compared to the state-of-art methods in this research direction. Importantly, our work provides a new idea of devising a practical version of the celebrated Polak-Ribiere (or Polak-Ribiere plus) method. (C) 2012 Elsevier Inc. All rights reserved.
Keyword:
Polak-Ribiere conjugate gradient method
Optimality condition
Steplength
Global convergence
期刊
IF:
3.4
论文数:
2.3W
被引数:
3.3W
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