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http://link.springer.com/article/10.1007%2Fs10957-014-0601-z There are 12 problems that are eliminated from the given problems above, where the following 3 problems lead an ”overflow error” during the iteration 8) Raydan 1, 10) Diagonal 1 and 12) Diagonal 3. Besides, failure occurred for all the 7 methods in solving the following 9 problems within the maximum of 1000 iterations 13) Hager, 26) Extended Cliff, 33) Quadratic QF2, 36) BDQRTIC (CUTE), 37)TRIDIA (CUTE) 40) NONDQUAR (CUTE), 53) STAIRCASE S1, 56) DIXON3DQ (CUTE) and 63) DIXMAANL (CUTE). It should be note that We use ”-” to denote that the corresponding algorithm does not achieve the given iteration tolerance ||g_ {k}|| _ {∞ }≤ 10^{-6}or overflow appears for the algorithm. Meanwhile, we also stop if the iteration number exceeds 1000 or the total function evaluation number exceeds 20000. ======================================== We also test the CHS method and compare the performance of this method with the CG DESCENT and DKB method. We stop the iteration if the inequality ||g_{k}|| ≤ 10^{-6} is satisfied. All the 3 three methods use the same computer procedure of CG DESCENT, Here we utilize the source code Fortran Version 1.1 (December 10, 2004) on Hager’s web page http://clas.ufl.edu/users/hager/papers/CG/Archive/. All the parameters, including the parameters \rho = 0.1; \sigma = 0.9, are set as default. Since limited by the Sohu Bolg, we place the "Test results on HZ/CHS/DKB methods performed by the code of CG_DESCENT written by Hager and Zhang" on another website, ========================================请点击如下链接，上有 标准CG_DESCENT的Fortran程序的运行结果！ please see http://shuxueyou.blog.sohu.com/302329626.html ========================================
最后修改于 2014-08-23 20:54
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想第一时间抢沙发么？