| 非线性约束条件下的广义投影梯度法 |
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| 引用本文： | 高自友,刘仍奎.非线性约束条件下的广义投影梯度法[J].北京交通大学学报(自然科学版),1995(2). |
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| 作者姓名： | 高自友 刘仍奎 |
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| 作者单位： | 北方交通大学运输系统模拟研究中心 |
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| 摘 要： | 对非线性约束条件下的优化问题提出了三个广义投影梯度方法。算法Ａ能够求解非线性不等式约束优化问题。在此基础上，又提出了能够求解非线性等式和不等式约束优化问题的算法Ｂ．进一步，通过简化算法Ａ，又给出了能够专门求解一般线性约束优化问题的算法Ｃ．并且在较弱的假设下，证明了三个方法的全局收敛性。
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| 关 键 词： | 约束优化，广义投影法，收敛性 |
Generalized Projection Gradient Methods for Nonlinear Programming with Nonlinear Constraints |
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| Gao Ziyou,Liu Renkui.Generalized Projection Gradient Methods for Nonlinear Programming with Nonlinear Constraints[J].JOURNAL OF BEIJING JIAOTONG UNIVERSITY,1995(2). |
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| Authors: | Gao Ziyou Liu Renkui |
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| Abstract: | In this paper,three generalized projection gradient algorithms are presented fornonlinear constrainted optimization problems.Algorithm A can handle nonlinear inequalityconstrained optimization problem,Algorithm B can handle nonlinear equality and inequalityconstrained optimization problem through extending Algorithm A,Algorithm C can handlegeneral linearly constrained optimization problem through simplifying Algorithm A.Theglobal convergences of these three algorithms are proven under some rather mild assumptions. |
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| Keywords: | ss:constrained optimization generalized projection convergence |
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