求解優(yōu)化問題的兩種方法的研究.pdf

1、I，Df碩士學(xué)位論文密級y985207求解優(yōu)化問題的兩種方法的研究RESEARCIoNTWoMETHoDSFoRSoIⅣINGoPTIMIZATIONPROBLEMS學(xué)科專業(yè)應(yīng)用數(shù)指導(dǎo)教師韋增欣教授論文答辯日期—塑[望塑旦里—旦一學(xué)位授予口期——一答辯委員會(huì)主席李董輝教授論文評闊人張可村教授魯習(xí)文教授￡苧查蘭塑蘭蘭竺絲墨f蘭翌!堡2：一一查竺垡些塑整塑苧苧查墨墮翌壟iiRESEARCHoNTWoMETHoDSFoRSoLVINGoPTI

2、MIZATIONPRoBLEMSABSTRACTOurmainpurposeinthispaperistostudynewconjugategradientaIgorithmandnewSQPmethodInChapter1，werecall讓lefoundationaJknowledgeaboutconjugategradientmethodandsomefamousr檔earches，anddescribetheBFGSandBFG

3、S—TYPEf0咖ula8InChapter2，weproposeanewl￡indofconjugategradient—typeformlllaforsolvingnonlinearunconstrainedoptimizationprobkm8，thenewmethodde丘IldstherangeofparemetersbyIlsingthefamo璐fo啪ula鱷D，whichexpand8ther鋤geofpar砌eters

4、comparingwiththeoldmethod，andwehaveprovedthenewformIllasatisfi錨tllesu】啦cjentdescentconditionandthecorrespondingalgorithmwithgeneralⅥblfelinesearchposs豁s簽the—obalconvergeⅡcere8ult4InCh印ter3，anewnonlinearconjugategradientf

5、ormulafor80lvingunc0璐tr面nedoptimizationproblemisproposed，whichisconstructedbycombiniI培thefamo璐formula雕凡with雎R尸，tIeneWforIIlulasatisli稻thesu伍cierItdescentcondition，andthecorresponding“gorithmundertheweakwolfeconditioni8百o

6、balcorlvergentPriliminarynumericalresults8howthattlemethodispromjsingInchapter4，Ilsingthefon肌la九(2)givenbyw西，weproposeanew凡(2)一sQPmethod，whichdevelepmentstheusingofthequasi—NewtonformIllaBFGS，鋤dcombines祈thSQPmethodtosolv

7、ec0118trainedoptimizationprobleIns，theco盯espondingalgorithmp0Ssesses—obalconvergenceandsuperlincarconvergencepropertyKEYwoRDscol巧ugategradientnlethod；S衄cieIltde8centproperty；A七(2)一SQPmethod；Linesearch；Globalconvergence；S