任意初始点的广义投影算法  

A Gradient Projection Algorithm with Arbitray Znitial Point for Optimization

作　　者：郭文英[1] 

机构地区：[1]首都经济贸易大学基础部,北京100026

出　　处：《工程数学学报》2001年第2期139-142,38,共5页Chinese Journal of Engineering Mathematics

摘　　要：对于包含非线性等式与不等式的非线性优化问题 ,引入了可微的辅助函数 ,在初始点任意的情况下 ,采用广义投影算法 。Although many effective algorithms of the gradient projection type have been given, there exist some problems which are not sloved in this algorithms. In this paper, we prore the global convergence of projection gradiented algorithm witl arbitray initial poinl for nonlineer objection function subject to a set of nonlinear inequality and equality constraints.

关 键 词：广义投影算法 整体收敛性 K-T点 任意初始点 非线性优化问题 

分 类 号：O221.2[理学—运筹学与控制论] O224[理学—数学]