| 求解非线性优化问题的记忆梯度摄动投影算法 |
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| 引用本文： | 桑兆阳.求解非线性优化问题的记忆梯度摄动投影算法[J].中国石油大学学报(自然科学版),2012,36(4):186-190. |
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| 作者姓名： | 桑兆阳 |
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| 作者单位： | 中国石油大学理学院,山东青岛,266580 |
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| 基金项目： | 国家自然科学基金项目，中央高校基本科研业务费专项资金资助项目 |
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| 摘 要： | 利用摄动投影矩阵建立求解非线性约束优化问题的记忆梯度摄动投影下降算法,并证明算法的收敛性,同时给出结合FR、PR、HS参数和拟牛顿方程的记忆梯度摄动投影算法,从而将经典的共轭梯度法推广用于求解约束优化问题。数值结果表明算法是有效的。
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| 关 键 词： | 非线性规划 摄动投影 记忆梯度 收敛 |
Memory gradient perturbed rosen projection method for nonlinear programming with nonlinear inequality constraints |
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| SANG Zhao-yang.Memory gradient perturbed rosen projection method for nonlinear programming with nonlinear inequality constraints[J].Journal of China University of Petroleum,2012,36(4):186-190. |
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| Authors: | SANG Zhao-yang |
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| Institution: | SANG Zhao-yang(College of Science in China University of Petroleum,Qingdao 266580,China) |
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| Abstract: | By using perturbed projection matrix,a new descent memory gradient perturbed projection method for nonlinear constrained optimization problems was developed.The global convergence properties of the new method were discussed.Combining FR,PR,HS parameters and the quasi-Newton equation with the new method,four new classes of memory gradient perturbed projection methods were presented.The classical conjugate gradient method is generalized for constrained optimization problems.The numerical results show that the new method is effective. |
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| Keywords: | nonlinear programming perturbed projection memory gradient convergence |
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