| 线性约束优化问题拓广的广义梯度投影算法 |
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| 引用本文： | 孙清滢,刘新海.线性约束优化问题拓广的广义梯度投影算法[J].中国石油大学学报(自然科学版),2002,26(4). |
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| 作者姓名： | 孙清滢 刘新海 |
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| 作者单位： | 1. 石油大学应用数学系,山东东营,257061;大连理工大学应用数学系,辽宁大连,116024
2. 石油大学应用数学系,山东东营,257061 |
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| 摘 要： | 在去掉非退化假设条件下 ,提出了求解线性约束的非线性最优化问题的一个拓广的广义梯度投影算法 ,并在广义Armijo步长探索下证明了算法的全局收敛性质
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| 关 键 词： | 非线性规划 最优化 广义梯度投影 收敛性 |
An extension of a general gradient projection method for linear constrained optimization |
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| SUN Qing,ying and LIU Xin,hai.An extension of a general gradient projection method for linear constrained optimization[J].Journal of China University of Petroleum,2002,26(4). |
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| Authors: | SUN Qing ying and LIU Xin hai |
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| Institution: | SUN Qing ying and LIU Xin hai. Department of Applied Methematics in the University of Petroleum,China,Dongying 257061 |
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| Abstract: | An extended algorithm for a general gradient projection algorithm about the maximization problem with linear constraint was developed using general gradient projection and a method for dealing with the degenerative case. The convergence of the new method was discussed. |
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| Keywords: | nonlinear programm general gradient projection convergernce |
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