• 论文 •

### 建立在修正BFGS公式基础上的新的共轭梯度法

1. 重庆大学数学与统计学院, 重庆 401331
• 收稿日期:2011-06-15 出版日期:2012-02-15 发布日期:2012-02-21
• 基金资助:

重庆市2010年高等教育教学改革研究重点项目(项目编号102104).

Wang Kairong, Liu Ben. NEW CONJUGATE GRADIENT METHOD BASED ON THE MODIFIED BFGS FORMULA[J]. Mathematica Numerica Sinica, 2012, 34(1): 81-92.

### NEW CONJUGATE GRADIENT METHOD BASED ON THE MODIFIED BFGS FORMULA

Wang Kairong, Liu Ben

1. College of Mathematics and Statistics, Chongqing University, Chongqing 401331, China
• Received:2011-06-15 Online:2012-02-15 Published:2012-02-21

Conjugate gradient methods are a class of important methods for large scale unconstrained optimization. In this paper, motivated by the modified BFGS formula, we proposed a new conjugate gradient method with the sufficient descent direction independent of the line search and obtained the global convergence of the method for the general functions. The numerical results show that the proposed method is efficient.

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