A NONMONOTONE CONJUGATE GRADIENT ALGORITHM FOR UNCONSTRAINED OPTIMIZATION

被引：9

作者：

机构：

来源：

Journal of Systems Science & Complexity | 2002年 / 02期

基金：

中国国家自然科学基金;

关键词：

Unconstrained optimization; conjugate gradient; nonmonotone line search; global convergence;

D O I：

暂无

中图分类号：

O221 [规划论（数学规划）];

学科分类号：

070105 ; 1201 ;

摘要：

Abstract. Conjugate gradient methods are very important methods for unconstrainedoptimization, especially for large scale problems. In this paper, we propose a new conjugategradient method, in which the technique of nonmonotone line search is used. Under mildassumptions, we prove the global convergence of the method. Some numerical results arealso presented.

引用

页码：139 / 145

页数：7