DFP变尺度法与FR共轭梯度法的二次等价性  

Quadratic Equivalence of DFP Variable Metric Method and FR Conjugate Gradient Method

作　　者：王炳章[1] 方小娟[1] 

机构地区：[1]烟台大学数学与信息科学系,山东烟台264005

出　　处：《数学的实践与认识》2006年第6期239-243,共5页Mathematics in Practice and Theory

摘　　要：研究了求解无约束极值问题的DFP变尺度法和FR共轭梯度法的关系问题.证明了在应用于求解二次函数的极值问题时,若将初始尺度矩阵取为单位矩阵,二者实际上是等价的,即两种方法求出的极小化点列是相同的.In this paper, the relationship of DFP variable metric method and FR conjugate gradient method is investigated. When they are applied to solve the extreme value problem of quadratic function, if initial metric matrix is taken as unit matrix, the equivalence of them is proved. That is, the minimizing point sequences for the two sorts of methods are identical.

关 键 词：DFP变尺度法 FR共轭梯度法 尺度矩阵 极小化点列 

分 类 号：O241.6[理学—计算数学]