Subspace Minimization Conjugate Gradient Method Based on Cubic Regularization Model for Unconstrained Optimization
Subspace Minimization Conjugate Gradient Method Based on Cubic Regularization Model for Unconstrained Optimization作者机构:School of Mathematics and StatisticsXidian UniversityXi'an 710126China
出 版 物:《Journal of Harbin Institute of Technology(New Series)》 (哈尔滨工业大学学报(英文版))
年 卷 期:2021年第28卷第5期
页 面:61-69页
学科分类:12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 0701[理学-数学]
基 金:Sponsored by the National Natural Science Foundation of China(Grant No.11901561)
主 题:cubic regularization model conjugate gradient method subspace technique unconstrained optimization
摘 要:Many methods have been put forward to solve unconstrained optimization problems,among which conjugate gradient method(CG)is very *** the increasing emergence of large⁃scale problems,the subspace technology has become particularly important and widely used in the field of *** this study,a new CG method was put forward,which combined subspace technology and a cubic regularization ***,a special scaled norm in a cubic regularization model was *** certain conditions,some significant characteristics of the search direction were given and the convergence of the algorithm was *** comparisons show that for the 145 test functions under the CUTEr library,the proposed method is better than two classical CG methods and two new subspaces conjugate gradient methods.