邓乃扬, 陈志. 一个采用新重新开始策略的共轭梯度法[J]. 北京工业大学学报, 1982, 8(3): 74-80.
    引用本文: 邓乃扬, 陈志. 一个采用新重新开始策略的共轭梯度法[J]. 北京工业大学学报, 1982, 8(3): 74-80.
    Deng Nai-yang, Chen Zhi. A Conjugate Gradient Algorithm with a New Restart Strategy[J]. Journal of Beijing University of Technology, 1982, 8(3): 74-80.
    Citation: Deng Nai-yang, Chen Zhi. A Conjugate Gradient Algorithm with a New Restart Strategy[J]. Journal of Beijing University of Technology, 1982, 8(3): 74-80.

    一个采用新重新开始策略的共轭梯度法

    A Conjugate Gradient Algorithm with a New Restart Strategy

    • 摘要: 本文建立了共轭梯度法的一个新的重新开始策略,其特点是当目标函数进入二次区域后,它能从当前的两个共轭方向开始,逐次构造与这两个方向都共轭、而且又彼此共轭的搜索方向。本文最后讨论了相应算法对一般目标函数的收敛性质。

       

      Abstract: A new restart strategy for conjugate gradient method is established. In this strategy, starting from the two last conjugate directions obtained in previous circle, a set of conjugate directions is sequentially constructed when objective function enters quadratic region. The convergence of the corresponding algorithm is also discussed in this paper.

       

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