为解决大规模无约束优化问题,基于Wolfe线搜索技术,提出新的修正HS共轭梯度法。在水平集有界和梯度Lipschitz连续的条件下,证明新算法具有全局收敛性。数值实验证实此算法有效可行。
Based on Wolfe line searching technology,a modified HS conjugate gradient method for large-scale unconstrained optimization problem is presented.When level set is bounded and gradient is Lipschitz continuous,the global convergence of the new method is proved.Numerical experiments show that the proposed algorithm is feasible and effective.