共轭梯度法是求解无约束优化问题的一种重要的方法,尤其适用于大规模优化问题的求解。通过应用计算βk的新公式求得一种新的共轭梯度法,在非精确线性搜索的Wolfe准则下证明新的共轭梯度法的全局收敛性,并且数值实验表明了这种线搜索下算法的有效性。
Conjugate gradient method is a method for solving nonlinear optimization problems, especially large-scale problems. In this paper a new conjugate gradient method for a new βk was proposed and the global convergence was proved with an inexact line search of Wolfe. Numerical experiments demonstrated the effectiveness of the new line search.