| 解带非线性等式和不等式约束优化问题的超记忆梯度广义投影算法 |
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| 引用本文： | 孙清滢,张秀珍.解带非线性等式和不等式约束优化问题的超记忆梯度广义投影算法[J].中国石油大学学报(自然科学版),2003,27(2). |
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| 作者姓名： | 孙清滢 张秀珍 |
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| 作者单位： | 1. 石油大学应用数学系,山东,东营,257061;大连理工大学应用数学系,辽宁,大连,116024
2. 石油大学应用数学系,山东,东营,257061 |
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| 摘 要： | 利用广义投影技术 ,将求解无约束规划的超记忆梯度算法推广 ,建立了求解带非线性等式和不等式约束优化问题的一种超记忆梯度广义投影算法 ,并证明了算法的收敛性。该算法具有稳定、计算量小、所需收敛条件弱、收敛性强等特点 ,并改进了广义梯度投影算法的收敛速度。数值算例表明该算法是有效的。
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| 关 键 词： | 非线性规划 非线性等式和不等式约束 广义投影算法 超记忆梯度算法 收敛性 |
A general super-memory gradient projection method for nonlinear programming with nonlinear equality constraints and in-equality constraints |
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| SUN Qing,ying and ZHANG Xiu\|zhen.A general super-memory gradient projection method for nonlinear programming with nonlinear equality constraints and in-equality constraints[J].Journal of China University of Petroleum,2003,27(2). |
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| Authors: | SUN Qing ying and ZHANG Xiu\|zhen |
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| Institution: | SUN Qing ying and ZHANG Xiu\|zhen. Department of Applied Mathematics in the University of Petroleum,China,Dongying 257061 |
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| Abstract: | A general super memory gradient projection method was generalized to solve the nonlinear programming problems about the nonlinear equality constraints and in equality constraints by using general projection matrix. The global convergence properties of the new method were discussed. The new method is of stability in calculation and demands less number of iterations, shorter computing time, strong convergent properties and weaker conditions for convergence than the original algorithm. The numerical results illustrate that the new method is more effective. |
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| Keywords: | nonlinear programming nonlinear equality constraints and in equality constraints general projection algorithm super memory gradient algorithm convergence |
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