| 等式约束下的共轭梯度算法 |
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| 引用本文： | 邓涛,景书杰.等式约束下的共轭梯度算法[J].阜阳师范学院学报(自然科学版),2010,27(2):16-18,35. |
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| 作者姓名： | 邓涛 景书杰 |
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| 作者单位： | 河南理工大学,数学与信息科学学院,河南,焦作454000 |
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| 基金项目： | 国家自然科学基金项目 |
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| 摘 要： | 为了寻找求解大规模无约束非线性优化问题的一种有效方法,提出了一种等式约束下新的共轭梯度算法,该算法利用广义消去法将约束优化问题转化为无约束优化问题.并证明了该算法具有全局收敛性,同时还证明了该算法在强wolfe线搜索下具有充分下降性.
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| 关 键 词： | 等式约束 共轭梯度法 强wolfe线搜索 全局收敛性 |
Conjugate gradient algorithm under equality constraints |
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| DENG Tao,JING Shu-jie.Conjugate gradient algorithm under equality constraints[J].Journal of Fuyang Teachers College:Natural Science,2010,27(2):16-18,35. |
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| Authors: | DENG Tao JING Shu-jie |
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| Abstract: | To search for an effective method to solve largescale unconstrained nonlinear optimization problems.In this paper,we put forward a new conjugate gradient algorithm under the equality constraints.This algorithm transforms constrained problems into unconstrained problems by generalized elimination method.We have proved that the algorithm has global convergence.At the same time,we have also proved that the algorithm has sufficient descent property in strong wolfe line search. |
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| Keywords: | equality constraint conjugate gradient method strong wolfe line search global convergence |
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