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非线性规划问题的共轭梯度算法发现.pdf 41页

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重庆大学硕士学位论文 英文摘要 ABSTRACT Our study in Conjugate gradient methods is twofold, on the one hand, they are amongthemostuseful techniques for solvinglargelinear systemsofequations;onthe other hand, they are suitable for solving nonlinear optimization problems. These methods are based on conjugate gradient methods as well as closely relating with the spectral gradient methods. Although spectral conjugate gradient method has been widely studiedsinceitwasput forward,itstillneeds furtherinvestigatehowto choose the appropriate conjugate parameter and the spectralparameter such that the obtained method will still maintain the advantages of the spectral method and the conjugate gradient method. In addition, establishing a proper line search technique for the convergenceofthealgorithmandnumericalperformanceisalsoveryimportant. We intend to study these problems in this thesis. The main contributions are as follows: For unconstrained optimization problem, combining of HS methods and DY methods, anew conjugate factor isproposed and a spectralparameter is appropriately chosen onthebase to ensurethat the search direction ofthe algorithmwhich doesnot rely on any line search condition in each iteration is a sufficiently descent direction. Under some appropriate conditions,the global convergence ofthe developed algorithm with strong Wolfe line search is proved. Numerical experiments are employed to demonstratetheefficiencyofthealgorithm. Considering that we should ensure search direction is always sufficiently descent and excellentnumerical result,on the base of spectralFR conjugate gradient algorithm we modify the spectral and conjugate parameters which are chosen such that the obtainedsearchdirectionisasufficientlydescentdirectionindependentoftheemployed 1ine search techniques as well as being close to the quasi-Newton direct

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