A Hybrid Algorithm of the Steepest Descent Method and the Conjugate Gradient Methoe and Its Global Convergence
Fujiang Jin
Abstract
Fujiang Jin
Abstract
Based on the steepest descent method and the conjugate gradient method,a hybrid algorithm is proposed in this paper,and its global convergence is proved.The hybrid algorithm raises the convergence rate of the conjugate gradient method and solves the problem for which the convergence rate of the steepest descent method get slower when the isopleth of goal function is oblong.In conclusion,the method has features with quick convergence rate,large convergence range and wide accommodation compared with the conjugate gradient method,the hybrid algorithm method has a better result in the example.
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Based on the steepest descent method and the conjugate gradient method,a hybrid algorithm is proposed in this paper,and its global convergence is proved.The hybrid algorithm raises the convergence rate of the conjugate gradient method and solves the problem for which the convergence rate of the steepest descent method get slower when the isopleth of goal function is oblong.In conclusion,the method has features with quick convergence rate,large convergence range and wide accommodation compared with the conjugate gradient method,the hybrid algorithm method has a better result in the example.
Key concepts: Nonlinear conjugate gradient method, Conjugate gradient method, Gradient descent, Convergence (economics), Method of steepest descent, Rate of convergence, Derivation of the conjugate gradient method, Gradient method