| 约束优化问题的一个非单调变尺度投影算法 |
| |
| 引用本文： | 郭楠,赵奇. 约束优化问题的一个非单调变尺度投影算法[J]. 南京工程学院学报(自然科学版), 2008, 6(2) |
| |
| 作者姓名： | 郭楠 赵奇 |
| |
| 作者单位： | 南京工程学院基础部,江苏南京,211167;江苏科技大学基础部,江苏,镇江,215600 |
| |
| 摘 要： | 变尺度方法是求解优化问题的重要方法之一，本文利用投影算子建立了求解约束优化问题的一个变尺度投影算法，而且算法使用了非单调搜索，放松了每步迭代中对搜索的限制，并进一步证明了算法的全局收敛性．
|
| 关 键 词： | 约束优化 变尺度投影算法 全局收敛性 |
A Non-monotone Varisized Projection Method For Constrained Optimization |
| |
| GUO Nan,ZHAO Qi. A Non-monotone Varisized Projection Method For Constrained Optimization[J]. Journal of Nanjing Institute of Technology :Natural Science Edition, 2008, 6(2) |
| |
| Authors: | GUO Nan ZHAO Qi |
| |
| Affiliation: | GUO Nan1,ZHAO Qi2(1.Dept.of Basic Courses,Nanjing Institute of Technology,Nanjing 211167,China,2.Dept.of Mathematics & Science,Jiangsu University of Science , Technology,Zhenjiang 215600,China) |
| |
| Abstract: | Variable metric method is one of the principal measures to solve optimization problems.This paper presents,with the use of projection of algorithm,variable metric method to settle constrained optimization problems,which utilized non-monotone algorithm and was able to loosen the restriction in each iteration.And the global convergence property of this approach was confirmed. |
| |
| Keywords: | constrained optimization varisized projection method global convergence |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
