The Optimization Software Of Algorithm Newton-PCG And Numerical Experiments

This paper completes a FORTRAN optimization software of algorithms N-PCG and N- PCGâ…¡ for solving unconstrained optimization, introduces the demonstrates of the software, does numerical experiments, compares algorithms N-PCG, N-PCGâ…¡ and other unconstrained optimization algorithms and analyzes the results; At last, in order to popularize the software, the paper developed Object-Oriented program by Visual Basic. The FORTRAN optimization software of algorithms N-PCG and N-PCGâ…¡ is improved and completed based on the UNCMIN software, according to the features of the two algorithms. Every part of the software adopts modular structure, this structure is easy to understand, debug and can be used repeatedly. The software includes many unconstrained optimization algorithms, we can choose different methods by setting different values for parameters. At last, the paper tests the performance of the software, computes a number of testing functions and get the results. That is: Concerning large and medium problems, under the condition of the same dimension the computing of algorithms N-PCG and N-PCGâ…¡ are less than Newton method and with the increasing of the dimension, the efficiency get more and more higher. The above FORTRAN optimization software is fit for researchers to program for other unconstrained optimization algorithms using some of the modules and do numerical experiments; the Object -Oriented program by Visual Basic is convenient for general users to solve their actual problems.