引用本文: | 张干宗,粟塔山.一种无约束最优化方法——恰当共轭方向法.[J].国防科技大学学报,1990,12(1):28-34,35.[点击复制] |
Zhang Ganzong,Su Tashan.An Unconstrained Optimization Technique-Proper Conjugate Direction Method[J].Journal of National University of Defense Technology,1990,12(1):28-34,35[点击复制] |
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一种无约束最优化方法——恰当共轭方向法 |
张干宗, 粟塔山 |
(系统工程与应用数学系)
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摘要: |
本文提出了一种求解无约束最优化问题的方法,称之为“恰当共轭方向法”。与通常的共轭方向法(如共轭梯度法)相比,这种方法可以节省大量的一维搜索工作量,并且还能提高收敛速率。 |
关键词: 收敛,无约束最优化问题,恰当共轭方向法,共轭梯度法,一维搜索 |
DOI: |
投稿日期:1988-11-10 |
基金项目: |
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An Unconstrained Optimization Technique-Proper Conjugate Direction Method |
Zhang Ganzong, Su Tashan |
(Department of Applied Mathematics and System Engineering)
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Abstract: |
In this paper,a method for solving unconstrained optimization problems,which is called “proper conjugate direction method”,is developed. Compared with general conjugate direction method,such as the conjugate gradient method,this method will save a great deal of one-dimensional search work and raise the rate of convergence. |
Keywords: convergence,unconstrained optimization problem,proper conjugate direction method,conjugate gradient method,one-dimensional search |
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