1. 毕业设计(论文)的内容和要求
Hager-Zhang共轭梯度法是一种满足充分下降条件具有全局收敛性的共轭梯度法,它的搜索方向逼近无记忆BFGS拟牛顿法的方向。课题研究Hager-Zhang族共轭梯度法中最优逼近无记忆BFGS拟牛顿法方向的一种共轭梯度法,在其不满足充分下降的情况下考虑其截断方法,完成收敛性定理的证明,并作出大量大规模数值试验。
1)完成对各种共轭梯度法求解非线性优化问题的综述;
2)给出最优Hager-Zhang共轭梯度法,研究其是否满足充分下降条件,证明其收敛性理论;
2. 参考文献
[1]I. Bongartz, A. R. Conn, N. I. M. Gould and Ph. L. Toint, CUTE:Constrained and unconstrained testing environment, ACM trans. Math.Softw. 20(1995), 123-160.[2]Y. H. Dai, Nonlinear Gradient Methods, Wiley Encylopedia ofOperations Research and Management Science, Published online Feb.2011, DOI: 10.1002/9780470400531.eorms0183/pdf.[3]Y. H. Dai, L. Z. Liao, New conjugacy conditions and relatedconjugate gradient methods, Appl. Math. Optim., 43 (2001), 87-101.
[4]Y. H. Dai, Y. X. Yuan, Nonlinear Conjugate Gradient Methods, ShangHai Science and Technolgy Press, Shanghai, 2001(in Chinese).
[5] W. W. Hager, H. C. Zhang, A new conjugate gradient method withguaranteed descent and an efficient line search, SIAM J. Optim.,16 (2005), 170-192.
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