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解一般约束最优化问题一个初始点任意的梯度投影法
引用本文:薛声家,简金宝.解一般约束最优化问题一个初始点任意的梯度投影法[J].暨南大学学报,1994,15(1):19-23.
作者姓名:薛声家  简金宝
作者单位:暨南大学企管系,广西大学数学与信息科学系
基金项目:国家自然科学基金资助项目
摘    要:

关 键 词:梯度投影法  精确罚函数  最佳化问题

A GRADIEET PROJECTION METHOD WITH ARBITRARY INITIAL POINT FOR GENERAL CONSTRAINED OPTIMIZATION PROBLEMS
Xue Shengjia,Jian Jinbao.A GRADIEET PROJECTION METHOD WITH ARBITRARY INITIAL POINT FOR GENERAL CONSTRAINED OPTIMIZATION PROBLEMS[J].Journal of Jinan University(Natural Science & Medicine Edition),1994,15(1):19-23.
Authors:Xue Shengjia  Jian Jinbao
Abstract:By combining gradient projection with the exact penalty function,a gradient projection methodwith arbitrary initial point for nonlinear equality and inequality constrained optimization prob-lems is presented.Under some suitable assumptions,it is proved that the algorithm either termi-nates at a K-Tpoint after finitely many steps or it generates an infinite sequence of pointseach of whose limit points is a K-Tpoint.
Keywords:optimization problem  gradient projection method  exact penalty function  arbitra-ry initial point1)510632 Guangzhou
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