| 约束优化问题的一个超线性收敛的广义梯度投影法 |
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| 引用本文： | 曾庆光. 约束优化问题的一个超线性收敛的广义梯度投影法[J]. 系统工程, 2003, 21(2): 88-91 |
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| 作者姓名： | 曾庆光 |
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| 作者单位： | 长沙理工大学,湖南,长沙,410076 |
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| 基金项目： | 湖南省自然科学基金资助项目 (OOJJY2 0 0 5 |
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| 摘 要： | 对线性约束的非线性优化问题提出了一个新的广义梯度投影法，该算法我们采用了非精确线性搜索，并在每次迭代运算中运用了广义投影矩阵和变尺度方法的思想确定其搜索方向。在通常的假设条件下，证明了算法的整体收敛性和超线性收敛速度。
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| 关 键 词： | 约束优化问题 超线性收敛 广义梯度投影法 非线性规划 |
| 文章编号： | 1001-4098(2003)02-0088-04 |
A Superlinearly Convergent Generalized Gradient Projection Method for Linearly Constrained Optimization Problem |
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| ZENG Qing guang. A Superlinearly Convergent Generalized Gradient Projection Method for Linearly Constrained Optimization Problem[J]. Systems Engineering, 2003, 21(2): 88-91 |
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| Authors: | ZENG Qing guang |
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| Abstract: | In this paper, a new generalized gradient projection method is proposed for the nonlinear optimization problem with linear constraints. The generalized projection matrix and the variable metric method idea are used to determine the search direction at each iteration. It is proved that, under some suitable assumption, the method using the inexact line search has properties of global convergence and superlinear convergence rate. |
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| Keywords: | Nonlinear Programming Generalized Gradient Projection Algorithm Superlinear Convergence Rate |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
