摘要：共軛梯度法是求解大規(guī)模約束問(wèn)題的有效算法，的選取不同構(gòu)成不同的共軛梯度法，由此通過(guò)修正提出了求解無(wú)約束優(yōu)化問(wèn)題的一種改進(jìn)的共軛梯度法，并在wolf線搜索下證明了它的全局收斂性。

關(guān)鍵詞：無(wú)約束優(yōu)化問(wèn)題；共軛梯度法；wolf線搜索；全局收斂性

中圖分類號(hào)O1-0文獻(xiàn)標(biāo)志碼:A文章編號(hào):1673-291X（2008）13-0227-02

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[2] 戴或虹，袁亞湘.非線性共扼梯度法[M].上海:上?？萍汲霭嫔?，2000.

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[4] 陳蘭平，焦寶聰.一般無(wú)約束優(yōu)化問(wèn)題的廣義擬牛頓法[J].數(shù)學(xué)進(jìn)展，2007，(1):81-85.

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A New Conjugate Gradient Method for Unconstrained Optimization Problems

JING Chun-xia1， CHEN Zhong1，HE Yong-qiang2

(1.School of Information and Mathematics， Yangtze University， Jinzhou 434023，China;

2.Sinopec co. Jiangsu oilfield Branch，Yangzhou 211600 ，China)

Abstract： In the ordinary circumstances， conjugate gradient method is the effective algorithm which solves the large-scale restraint question， different Selection of constructs different conjugate gradient method. We propose a new conjugate gradient method for unconstrained optimization problems byupdate and prove that method with wolf line search converges globally.

Key words： unconstrained optimization problem; conjugate gradient method; wolf line searc; global convergence

[責(zé)任編輯王曉燕]