具有足够下降性质的光谱类联梯度方法,用于矢量优化
Jamilu Yahaya1,2, Poom Kumam1,3, Sani Salisu4
1Center of Excellence in Theoretical and Computational Science (TaCS-CoE) and KMUTTFixed Point, Research Laboratory, Room SCL 802 Fixed Point Laboratory Science Laboratory Building, Department of Mathematics, Faculty of Science, King Mongkut's University of Technology Thonburi (KMUTT), Thung Khru, Bangkok, Thailand.
PloS one
|May 15, 2024
概括
新的光谱类结合梯度 (CG) 方法保证了优化足够的下降. 这些方法在不需要凸起或重新启动的情况下优于现有的方法,识别帕雷托最佳点.
科学领域:
- 优化理论 优化理论
- 数字分析 数字分析
- 计算数学 计算数学 计算数学
背景情况:
- 结合梯度 (CG) 方法对于解决优化问题至关重要.
- 现有的CG参数如PRP,HS和DL缺乏足够的下降.
- 确保足够的下降对于优化算法的融合和效率至关重要.
研究的目的:
- 引入新的光谱类CG方法,保证足够的下降.
- 开发适用于任意非负CG参数的方法.
- 在没有限制性假设的情况下建立全球收属性.
主要方法:
- 提出了新的光谱类CG算法.
- 理论上建立了独立于线索搜索的足够下降属性.
- 通过对四个参数的沃尔夫线索搜索证明了全球收.
- 在不假定函数凸度或使用重新启动的情况下证明了收.
主要成果:
- 新的方法确保足够的下降搜索方向.
- 在四个特定的非阴性CG参数 (SPRP,SHZ,SDL,SHS) 建立了全球趋同.
- 生成的序列满足了帕雷托最佳性所必需的第一阶条件.
- 计算实验证实了拟议方法的有效性和卓越性能.
结论:
- 开发的光谱类CG方法为优化提供了强大的方法.
- 这些方法保证了足够的下降和全球趋同.
- 拟议的算法在效率指标上优于现有的方法,如HZ和SP.
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