Numerical results of the CG_DESCENT method

2014-02-15 17:56 阅读(?)评论(0)

?  “CG-DESCENT” stands for the CG-DESCENT method   with the Wolfe line search. Here we utilize the source code Fortran 77 Version 1.4 (November 14,2005) on Hager’s web page and parameters ρ = 0.001,σ = 0.4. Other parameters are set as default.

This numerical result can be found  on Table 2, Page 628-629 
in [Z.-F. Dai, B.-S. Tian, Global convergence of some modified PRP nonlinear conjugate gradient methods, Optimization Letters, 5 (2011) 615-630], 


Table 2  Test results of the CG-DESCENT method with Wolfe line search

Prob  Dim ||g||∞           Time Iter Nfun   Ngrad     Fun-value  
1 10,000 0.415E-11 0.0312 14 31   23      244,921
2 10,000 0.955E-06 0.7020 84 169   85     2.87E-08
3 10,000 0.552E-09 0.0312 27 89   69     1.47E-18
4 10,000 0.216E-06 0.0312 28 78   54     2.73E-10
5 10,000 0.828E-06 0.0156 14 29   16     3.96E-10
6 10,000 0.432E-06 0.0312 39 77   42     9,453.24
7 10,000 0.971E-06 0.4992 556 1,113   557     1.95E-13
8 10,000 0.987E-06 2.1372 697 969   1,124     5,000,500
9 10,000 0.696E-06 0.0312 4 9   5     10,000
10 10,000 0.988E-06 4.2120 894 1,127   1,557     -385558071
11 9,998 0.800E-06 2.9328 576 1,163   726     52.1283
12 10,000 0.993E-06 5.4756 752 958   1,300     -49956984
13 10,000 0.953E-06 0.4836 84 135   131     -2181405
14 10,000 0.972E-06 0.0312 22 39   29     9,997.2
15 10,000 0.696E-07 0.0156 13 28   17     1.78E-07
16 10,000 0.302E-06 0.0780 7 16   9     12,796.3
17 10,000 0.884E-06 0.0780 45 88   49     1.11485
18 10,000 0.305E-07 0.0000 3 7   5     2.33E-12
19 10,000 0.103E-06 0.0468 2 6   4     6,931.47
20 10,000 0.131E-07 0.0156 8 21   14     1.08E-14
21 10,000 0.968E-06 2.9796 509 888   1,080     9,998.72
22 10,000 0.756E-10 0.0624 12 26   15     3,865.99
23 10,000 0.664E-06 0.0468 52 106   58     2.40E-08
24 10,000 0.724E-06 0.1092 17 48   41     8.12E-11
25 10,000 0.868E-06 0.0468 38 122   97     -5003.12
26 10,000 0.375E-07 0.1560 31 76   46     998.93
27 10,000 0.998E-06 0.3120 306 613   376     4.68E-11
28 10,000 0.896E-06 0.2496 273 584   333     3.91E-10
29 10,000 0.665E-06 0.0624 59 186   144     8.48E-11
30 10,000 0.975E-06 0.4212 558 1,117   559     -4.99E-05
31 10,000 0.225E-08 0.0156 17 35   21     39,990
32 10,000 0.239E-06 0.2964 33 111   86     3.61E-17
33 10,000 0.991E-06 0.8736 1,090 2,004   1,277     -1.00001
34 10,000 0.489E-14 0.0000 3 7   5     79,317.6
35 10,000 0.793E-06 0.0312 33 61   52     3,896.90
36 10,000 0.979E-06 9.2509 4,407 9,215   10,247  40,034.3
37 10,000 0.963E-06 1.0296 1,115 2,231   1,116     4.28E-15
38 10,000 0.334E-11 0.0156 10 23   16     0.0000
39 10,000 0.987E-06 0.0312 11 32   26     8.88E-18
40 10,000 0.304E-06 11.669 10,020 20,080 10,527 2.45E-07

Prob   Dim  ||g||∞           Time Iter Nfun Ngrad Fun-value
41 10,000 0.529E-06 0.0156 7 15   8     7.10E-14
42 10,000 0.327E-06 0.4056 61 188   178     -9999.5
43 10,000 0.885E-08 0.0312 9 19   10      1.0000
44 10,000 0.194E-06 0.0312 7 20   14 1.0000
45 10,000 0.217E-06 0.0312 8 23   16 1.0000
46 10,000 0.999E-06 0.9048 375 751   376 1.0000
47 10,000 0.709E-06 1.0748 19 39   22 2.62E-14
48 10,000 0.921E-06 0.0312 33 67   34 1.20E-13
49 10,000 0.964E-06 0.4212 558 1,117   559 1.85E-13
50 10,000 0.990E-06 0.5772 526 1,053   527 1.24E-13
51 10,000 0.682E-07 0.0632 33 59   43 60,003.28
52 10,000 0.132E-12 0.0780 46 93   47 1.43E-23
53 10,000 0.995E-06 16.677 19,653 39,307   19,654 5.20E-10
54 10,000 0.212E-07 0.0312 22 50   35 3.02E-19
55 10,000 0.689E-06 0.0156 4 9   5 2.38E-09
56 10,000 0.138E-10 8.0809 10,000 20,001   10,002 9.99E-05
57 10,000 0.974E-06 1.1856 437 930   551 1.0000
58 10,000 0.960E-06 1.2636 495 1,006   513   1.0000
59 10,000 0.832E-06 1.8720 565 1,406   972   1.0000
60 10,000 0.996E-06 0.9516 388 777   389   1.0000
61 10,000 0.921E-06 1.7784 535 1,336   931   1.0000
62 10,000 0.990E-06 1.1856 435 901   485   1.0000
63 10,000 0.998E-06 17.706 2,169 8,668   6,499   1.0000
64 10,000 0.912E-06 0.0312 24 45   35   11,099
65 10,000 0.949E-06 22.558 19,489 39,984   20,496 1.92E-11
66 10,000 0.624E-06 0.0936 18 46   42   -9999
67 10,000 0.954E-06 0.0000 7 15   8   1.25E-09
68 10,000 0.723E-07 0.0312 11 34   26   1.73E-13
69 10,000 0.539E-06 6.2868 1,119 2,605   1,632   9.05E-06
70 10,000 0.645E-07 4.0092 5,000 10,001   5,001   2.16E-14
72 10,000 0.989E-06 1.3572 1,238 3,374   2,136   5.34E-13
73 10,000 0.977E-06 0.1248 165 331   166   7.12E-14


  最后修改于 2014-02-15 18:07    阅读(?)评论(0)
 
表  情:
加载中...
 

请各位遵纪守法并注意语言文明