几类新的非线性共轭梯度法-运筹学与控制论专业论文.docxVIP

关键词：非线性共轭梯度法 关键词：非线性共轭梯度法 非精确线搜索全局收敛性 万方数据 SEVERAL SEVERAL K矾DS oF NEW NONL玳EAR CoNJUGATE GRADmNT IⅥ哐THoD AB STRACT In the nonlinear optimization， conjugate gradient method is one of the important approaches．This method only needs to get the search direction generated by one iteration and the current point gradient Call be operational， can overcome the shortcomings of the steepest descent method of sbw convergence speed and can avoid the computation and storage of the matrix of Newtons method， super linear convergence rate，the algorithm is simp le， easy to programming and requires no matrix storage other significant features．Thus in solving large scale optimization problems，such as aerospace， oil exp bration， atmospheric simulation and other fields，the conjugate gradient method has been widely applied．Based on the previous research，the conjugate gradient method for the unconstrained optimization problems are analyzed and discussed，the main work is as follows： (1)The f缸t chapter，we introduced the present situation of the conjugate gradient method to produce，research value and research． (2)The second chapter based on the conjugate gradient method with Hiroshi Yabe and Masahiro Takano proposed，based on the parameter弘k一1 correction， thus a new conjugate gradient method，expanding the scope of the风it proves that the new algorithm in the strong Wolfe line search is globally convergent．Finally，through the numerical simulation shows that the method has good numerical performance． III 万方数据 (3)The (3)The third chapter according to the new value卢k given by Chen Jihong， combined with Tian Yajuan put forward line search method，this paper presents a new hybrid algorithm，and the sufficient descent property and convergence is proved． (4)In the fourth chapter， we introduce the research results ofFR and CD， and propose a new conjugate grad ient method with the advantages of FR and CD．Then the basic properties and the global convergence of the new method in the general