| 线性约束优化问题的共轭梯度型算法及其收敛性 |
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| 引用本文： | 王万良.线性约束优化问题的共轭梯度型算法及其收敛性[J].东北师大学报(自然科学版),2002,34(2):11-15. |
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| 作者姓名： | 王万良 |
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| 作者单位： | 首都师范大学数学系,北京,100037 |
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| 基金项目： | 北京市教委基金资助项目 ( 99KJ1 0 ) |
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| 摘 要： | 将共轭梯度法与广义投影技术相结合，给出了一个求解带线性等式、不等式约束优化问题的共轭梯度型算法，证明了算法的性质及全局敛性，首次将共轭梯度法推广应用于求解带约束条件的优化问题。
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| 关 键 词： | 线性约束优化问题 共轭梯度法 广义投影 全局收敛性 |
| 文章编号： | 1000-1832(2002)02-0011-05 |
| 修稿时间： | 2001年12月20日 |
A conjugated gradient type algorithm for optimization problem with linear constraints and its convergence |
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| WANG Wan,liang.A conjugated gradient type algorithm for optimization problem with linear constraints and its convergence[J].Journal of Northeast Normal University (Natural Science Edition),2002,34(2):11-15. |
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| Authors: | WANG Wan liang |
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| Abstract: | The conjugated gradient type algorithm is a utility method which has some very good properties and simple construction for unconstrained optimization.Up to now,have not seen any article applying conjugate algorithm to solve constrained optimization problem.In this paper,using conjugated gradient algorithm for unconstrained problem and generalized projection technique,a conjugated gradient type algorithm for linearly constrained optimization problem is given.Some properties and global convergence theorem are proved. |
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| Keywords: | linearly constrained optimization problem conjugated gradient type algorithm generalized projection global convergence algorithm |
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