两阶段结合形式的梯度投影法

借助梯度投影给出非线规划问题的一个算法，它避开复杂的罚函数．但方法仍可用任意点作为初始迭代点，且将初始化阶段和最优化阶段密切结合起来．一旦迭代点进入可行域，方法将成为可行方向法．在强非退化假设下，算法收敛于问题的Ｋ－Ｔ点．

A Gradient Projection Method With The From of Combined Two Phases

With the help of gradient projecton, this paper presents an algorithm for nonlinear programming problems which steers clear of the complex penalty functions.But the algorithm may yet use any point in E n as a starting interation point, it also combines close the phase of initialization with the phase of optimization. The algorithm will become a method of feasible directions whenever some interation point goes into the feasible region.The algorithm convergents to the K-T point to the problems under the strong non-degeneracy assumption.