| 曲线线性搜索的共轭梯度法 |
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| 引用本文： | 童小娇.曲线线性搜索的共轭梯度法[J].电工标准与质量,1987(4). |
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| 作者姓名： | 童小娇 |
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| 作者单位： | 长沙水电师院数学系 |
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| 摘 要： | 本文根据McCormick等人提出的曲线线性搜索的思想求解有约束优化问题,选用了收敛速度较快的共轭梯度方向,并运用罚函数实现有约束到无约束的转化,同时给出保证收敛的条件及收敛定理的证明。此法对求解一般有约束优化问题是一个新的尝试。
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| 关 键 词： | 线性搜索 共轭梯度法 约束优化 |
THE CONJUGATE GRADIENT METHOD OF CURVILINEAR LINEAR SEARCH |
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| Tong Xiaojiao.THE CONJUGATE GRADIENT METHOD OF CURVILINEAR LINEAR SEARCH[J].Journal of Changsha University of Electric Power(Natural Science Edition),1987(4). |
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| Authors: | Tong Xiaojiao |
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| Affiliation: | Mathematics Department |
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| Abstract: | This paper evaluates the problem of constrained optimization according to the thinking of curvilinear linear search advanced by McCormick and others,chooses the conjugate gradient direction that convergence rate is quick, uses penalty function for carying out the change of from-constraint-to-unconstraint optimization, and at the same time, gives the conditions for assuring convergence and proof of the theory of convergence. This method is a new attempt to evaluate the problem of constrained optimization. |
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| Keywords: | linear search conjugate gradient method constrained optimization |
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