| 约束优化问题的一种投影梯度Lagrange乘子法 |
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| 引用本文： | 张燕新,曹毅.约束优化问题的一种投影梯度Lagrange乘子法[J].江苏技术师范学院学报,2007,13(4):6-10. |
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| 作者姓名： | 张燕新 曹毅 |
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| 作者单位： | 江苏工业学院信息科学系 江苏常州213164(张燕新)，江苏技术师范学院数理学院 江苏常州213001(曹毅) |
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| 摘 要： | 运用Lagrange乘子法,将一般约束优化转化为仅含等式约束的优化问题,然后就线性与非线性两种情况进行讨论,通过投影梯度法来求解优化子问题。对于线性的情况得到一种可以不用计算初始点的最优化算法,最后的数值算例说明了算法的可行性与有效性。
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| 关 键 词： | Lagrange乘子 投影梯度法 约束优化 |
| 修稿时间： | 2007-05-252007-08-28 |
Projected Lagrange Multiplier Method for Constrained Optimized Problem |
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| ZHA NG Yan-Xin, CAO Yi.Projected Lagrange Multiplier Method for Constrained Optimized Problem[J].Journal of Jiangsu Teachers University of Technology,2007,13(4):6-10. |
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| Authors: | ZHA NG Yan-Xin CAO Yi |
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| Institution: | 1. Department of Informotion Science, Jiangsu Polytechnic University, ChangZhou 213164, China; 2. School of Mathematics and Physics, Jiangsu Teachers University of Technology, Changzhou 213001, China |
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| Abstract: | Lagrange multiplier can transfer ordinary constrained optimized problem into one which only includes equality constraints.The paper discusses the linear and nonlinear case respectively and solves the sub problem of optimization by using projected Lagrange multiplier method.For the linear case,a method which dose not use the initialized point in the algorithm is generated.Finally,the numerical examples prove the feasibility and effectiveness of the algorithm. |
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| Keywords: | Lagrange multiplier projected method constrained optimization |
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