| 一般约束问题的广义摄动梯度投影算法 |
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| 引用本文： | 陈华富,田益祥. 一般约束问题的广义摄动梯度投影算法[J]. 武汉科技大学学报(自然科学版), 1999, 0(4) |
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| 作者姓名： | 陈华富 田益祥 |
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| 作者单位： | 电子科技大学应用数学系!成都，610054(陈华富)，武汉科技大学管理工程系!武汉，430070(田益祥) |
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| 摘 要： | 讨论带不等式和等式约束优化问题，提出了求解非线性规划问题的广义摄动梯度投影算法。考虑到计算的误差因素，在搜索方向上进行摄动，得到一个方向不精确的广义梯度投影法。避免了转轴运算，使计算量大为减少，并证明了算法的全局收敛性。
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| 关 键 词： | 不等式和等式约束 广义摄动梯度投影 全局收敛性 |
A General Perturbed Gradient Projection Method for General Constrained Optimization Problem |
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| CHEN Hua-fu, TIAN Yi-xiang. A General Perturbed Gradient Projection Method for General Constrained Optimization Problem[J]. Journal of Wuhan University of Science and Technology(Natural Science Edition), 1999, 0(4) |
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| Authors: | CHEN Hua-fu TIAN Yi-xiang |
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| Abstract: | In this paper,the constrained optimization problem is discussed to arrive at a general per-turbed gradient projection method for solution. Considering the error of calculation and perturbing insearch direction,a general projection method for inexact search direction is proposed which helps over-come axis and reduce the amount of calculation. Global convergence of the algorithm has been proved. |
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| Keywords: | inequality and equality constraints general perturbed gradient projection global convergence |
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