期刊 基于非线性尺度不变性的CCG法  被引量:2

A CCG METHOD IN VIEW OF INVARIANCY TO NONLINEAR SCALING

作  者:陈宁[1] 桂卫华[1] 李玉泉[1] 

机构地区:[1]中南工业大学信息工程学院

出  处:《计算数学》2001年第1期49-58,共10页Mathematica Numerica Sinica

A CCG METHOD IN VIEW OF INVARIANCY TO NONLINEAR SCALING

摘  要:In this paper, a conjugate-gradient method of invariancy to nonlinear scaling with respect to a conic function is proposed. This method may be used in the minimizer of a larger class of functions in a finite number of iterations, and this class of functions is more general than class of functions using the conjugate-gradient method of a conic function (to denote simply CCG)[1] to find its minimzer. In fact, this method is the extension of the CCG method. The results of the numerical evaluation show that the new method has a great effect.

In this paper, a conjugate-gradient method of invariancy to nonlinear scaling with respect to a conic function is proposed. This method may be used in the minimizer of a larger class of functions in a finite number of iterations, and this class of functions is more general than class of functions using the conjugate-gradient method of a conic function (to denote simply CCG)[1] to find its minimzer. In fact, this method is the extension of the CCG method. The results of the numerical evaluation show that the new method has a great effect.

关 键 词:无约束极小问题 圆锥函数 共轭梯度法 函数极小化 非线性尺度不变性 CCG法 

unconstrained minimization  conjugate-gradient methods of conic functions  numerical methods  optimization theorems  function minimization 

分 类 号:O224[理学—运筹学与控制论]

 

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