非线性规划课程设计.docVIP

摘要 非线性规划是运筹学的一个重要分支,其具有非线性约束条件或目标函数的数学规划，研究一个 n元实函数在一组等式或不等式的约束条件下的极值问题，且目标函数和约束条件至少有一个是未知量的非线性函数。 1951年H.W.库恩和A.W.塔克发表的关于最优性条件（后来称为库恩－塔克条件）的论文标志非线性规划正式诞生。在50年代还得出了可分离规划和二次规划的n种解法，它们大都是以G.B.丹齐克提出的解线性规划的单纯形法为基础的。50年代末到60年代末出现了许多解非线性规划问题的有效的算法，70年代又得到进一步的发展。非线性规划在工程、管理、经济、科研、军事等方面都有广泛的应用，为最优设计提供了有力的工具。20世纪80年代以来，随着计算机技术的快速发展，非线性规划方法取得了长足进步，在信赖域法、稀疏拟牛顿法、并行计算、内点法和有限存储法等领域取得了丰硕的成果。 关键词：最优化、 非线性规划、 极值问题 、共轭梯度法 Abstract Nonlinear programming is an important branch of operations research, mathematical programming with nonlinear constraints or the objective function on a n-ary real function of extreme value in a set of equations or inequality constraints, and the targetfunction and constraints at least one is a nonlinear function of the unknown quantity.1951 HW Kuhn and AW Tucker optimality conditions (later known as the thesis of the Kuhn - Tucker conditions) logo nonlinear programming was born. N kinds of solution obtained separable planning and quadratic programming in the 1950s, most of them are based on the GB Danzig, the solution of linear programming simplex method is based. The late 1950s to the late 1960s, there have been many effective algorithm for solving nonlinear programming problems, and be further developed in the 1970s. Nonlinear programming is widely used in engineering, management, economy, scientific research, military, and provides a powerful tool for optimal design. Since the 1980s, with the rapid development of computer technology, nonlinear programming methods have achieved considerable progress in the trust region method, sparse quasi-Newton method, parallel computing, the field of interior point method and the limited storage method has achieved fruitful achievement Keywords: Optimization、Nonlinear Programming、Extremal problem、Conjugate Gradient Method目录 第一章 ………………………………………………………………………2 1.1无约束优化问题概述………………………………………………………2 1.2 共轭方向……………………………………………………………………2 1.2 共轭方向法…………………………………………………………………2 第二章 ………………………………………………………………3 2.1 基本原理……………………………………