This paper is separated into two parts:In the first part, an algorithm for solving large scale nonlinear optimization problems is described. It is a conjugate gradient method by using inexact line search.
本论文分为两个部分:第一部分提出了一个用于求解大规模非线性优化问题的算法,此算法是一种非精确线搜索的共轭梯度法。
参考来源 - 非线性优化方法在大气运动可预报性研究中的应用·2,447,543篇论文数据,部分数据来源于NoteExpress
在较为温和的条件下,利用宽松的非精确线搜索条件得到全局收敛性结果,同时数值实验表明了算法的有效性。
Underan inexact line search condition and some other mild conditions, the global convergence was established. Preliminary numerical results show that the proposed method is promsing.
然而,对一般非凸函数,PRP方法即使采用精确线搜索也不能保证全局收敛。
However, the PRP method even with the exact line search is not globally convergent on nonconvex functions.
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