共轭梯度法-湖南大学.ppt

luluoxx@hnu.cn 第4章 无约束多维问题的最优化方法(第一讲) 湖南大学车辆工程 上机实践中存在的问题(10-8) 如何求目标函数f (x)的最大值问题? 处理方法:-f (x) 或1/f (x) 约束非正(=0) 数值计算方法的特点 初始值x(0)的敏感性?算法 结果的误差 初始值(initial guess)接近最优解一定收敛的越快吗? 何时收敛??数值最优算法迭代过程的终止条件 Optimization Algorithm Optimization Algorithms are iterative They begin with an initial guess of the optimal values of the variables and generate a sequence of improved estimates until they reach a solution The strategy used to move from one iterate to the next distinguishes one algorithm from another Most strategies make use of the values of the objective function f, the constraints c, and po