共轭梯度法是一类解决无约束优化问题的有效方法,尤其适用于大规模优化问题的求解。提出一族包含DY方法的新的共轭梯度法,并证明了该算法在Wolfe线搜索条件下具有全局收敛性,数值结果表明该算法是有效的。
Conjugate gradient method is a method for solving unconstrained optimization problems,especially large-scale problems.In this paper a class of new conjugate gradient method contained the DY method is presented,and its global convergence is achieved under the Wolfe line search.Some numerical tests are carried out and the results show that the algorithm is effective.