| 无约束非线性规划的共轭梯度法研究综述 |
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| 引用本文： | 张静.无约束非线性规划的共轭梯度法研究综述[J].北京联合大学学报(自然科学版),2008,22(2):72-76. |
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| 作者姓名： | 张静 |
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| 作者单位： | 北京联合大学基础部,北京,100101;首都师范大学数学科学学院,北京,100037 |
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| 摘 要： | 共轭梯度法是50多年来算法研究的热点课题,它最初是基于求解对称正定线性方程组提出的,随后推广到求解非线性无约束优化问题。现在,它已经成为数值最优化领域的一类重要方法,具有所需存储量小、局部和全局收敛性好的特性。综述了求解无约束非线性规划问题的共轭梯度法,总结了它近年来的研究状况,展望了未来的发展趋势。
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| 关 键 词： | 共轭梯度法 无约束优化 非线性规划 算法 迭代 |
| 文章编号： | 1005-0310(2008)02-0072-05 |
| 修稿时间： | 2007年12月5日 |
A Summarizer of Conjugate Gradient Methods for Solving Unconstrained Nonlinear Programming Problem |
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| ZHANG Jing.A Summarizer of Conjugate Gradient Methods for Solving Unconstrained Nonlinear Programming Problem[J].Journal of Beijing Union University,2008,22(2):72-76. |
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| Authors: | ZHANG Jing |
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| Abstract: | The conjugate gradient method has been the subject of hot research for more than 50 years.It started out as an algorithm for solving symmetric,positive-definite linear systems of equations.It was soon extended to nonlinear unconstrained optimization.Now the conjugate gradient methods are a family of important methods in the field of numerical optimization,they are characterized by low memory requirements and strong local and global convergence properties. A summarizer of recent advances in conjugate gradient algorithms for solving unconstrained nonlinear programming is presented. |
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| Keywords: | conjugate gradient methods unconstrained optimization nonlinear programming algorithm iteration |
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