最优化方法课程设计--可行方向法分析与实现

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1、 最最最最 优优优优 化化化化 方方方方 法法法法 课课课课 程程程程 设设设设 计计计计 题 目：可行方向法分析与实现 院 系：数学与计算科学学院 专 业： 统计学 姓名学号： XXXX 12007XXXXX 摘摘 要要 在各种优化算法中,可行方向法是非常重要的一种。可行方向法是通过直接 处理约束问题，得到一个下降可行方向，从而产生一个收敛于线性约束优化问题 的 K-T 点。本文主要介绍的 Zoutendiji 可行方向法是求解约束优化问题的一种 有代表性的直接解法.在本次实验中，本人对该门课程中的线性约束非线性最优 化问题进行了一定程度地了解和研究， 而处理线性约束非线性最优化问题的关键

2、是在求解过程中，不仅要使目标函数值单调下降，而且还要保证迭代点的搜索方 向为下降可行方向。所以，本人使用利用线性规划方法来确定 k d的可行方向法 Zoutendijk 可行方向法进行处理。本人通过数学软件 MATLAB 探讨了优化设 计的实现方法及实现验证的效果， 更进一步地加深了对它的理解也提高了处理该 问题的水平能力。而且该方法初始参数输入简单，编程工作量小，具有明显的优 越性 关键词关键词：Zoutendiji 可行方向法，约束优化问题，下降可行方向。 Abstract In a variety of optimization algorithms, the feasible desc

3、ent method is a very important one. The feasible direction method is by directly dealing with constraints, getting a feasible direction, to produce a convergence in the k-t point of the linear constrained optimization problems. Zoutendiji feasible direction method is mainly introduced in this paper

4、to solve the constrained optimization problem of a kind of typical and direct solution.In this experiment, We have a certain degree of understanding and researching in this course of linear constrained nonlinear optimization problem。And dealing with linear constrained nonlinear optimization problem，

5、the key is the process of solving, we should not only make our objective function values decreased, but also to ensure that the searching directions of iteration points for the feasible direction. So, we are using the linear programming method is used to determine the feasible direction method - Zou

6、tendijk feasible direction method for processing.We through make use of the mathematical software MATLAB, the realization of the optimization design method is discussed ,and validate the effect of further deepening the understanding of improving the ability to deal with the problem of level. And the method is simple in initial parameters inputting, Therefore, the program storage less computational complexity. Key words: Zoutendiji feasible direction method