凸约束优化问题的杂交三阶投影HS-PRP方法
A Hybrid Three-Term Projected HS-PRP Method for Optimization with Convex Constraint
DOI: 10.12677/AAM.2022.118607, PDF,   
作者: 周姣利:长沙理工大学数学与统计学院,湖南 长沙
关键词: 投影共轭梯度法线搜索全局收敛Projected Conjugate Gradient Method Line Search Global Convergence
摘要: 本文提出了一种杂交三阶投影HS-PRP共轭梯度法求解凸约束优化问题并证明了该算法的全局收敛性,该方法是求解无约束优化问题的三阶HS共轭梯度法的推广。数值实验结果表明,该算法是有效的。
Abstract: In this paper, we propose a hybrid third-term projected HS-PRP conjugate gradient method for solving convex constrained optimization problems and establish its global convergence, which is a generalization of the third-term HS conjugate gradient method for unconstrained optimization. Numerical experimental results show that the algorithm is effective.
文章引用:周姣利. 凸约束优化问题的杂交三阶投影HS-PRP方法[J]. 应用数学进展, 2022, 11(8): 5750-5759. https://doi.org/10.12677/AAM.2022.118607

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