一种充分下降的投影谱调比共轭梯度法任务书

 2021-10-12 22:20:33

1. 毕业设计(论文)的内容和要求

利用调比拟牛顿法的割线方程给出一个基于谱调比的共轭梯度法但不满足充分下降条件的共轭梯度法,利用正交投影的方法使其满足充分下降条件,建立其收敛理论并作数值计算

1)完成关于共轭梯度法的综述;

2)建立算法并给出收敛理论;

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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]W. Y. Cheng, D. H. Li, Spectral scaling BFGS method, J. Optim.Thoery Appl., 146 (2010), 305-319.[3]Y. H. Dai, Nonlinear Gradient Methods, Wiley Encylopedia ofOperations Research and Management Science, Published online Feb.2011, DOI: 10.1002/9780470400531.eorms0183/pdf.[4]Y. H. Dai, L. Z. Liao, New conjugacy conditions and relatedconjugate gradient methods, Appl. Math. Optim., 43 (2001), 87-101.[5]E. D. Dolan, J. J. More,Benchmarking optimization software withperformace files, Math. Program. 91 (2002), 201-213.[6]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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