| 引用本文： |
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杨晓辉,朱志斌,唐清干.非线性约束优化的一个共轭投影梯度法及其全局收敛[J].广西科学,2007,14(3):236-238,243. [点击复制]
- YANG Xiao-hui,ZHU Zhi-bin,TANG Qing-gan.A Conjugate Projection Gradient Algorithm with Global Convergence for Nonlinear Constrained Optimization[J].Guangxi Sciences,2007,14(3):236-238,243. [点击复制]
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| 摘要: |
| 针对非线性等式和不等式约束优化问题,结合罚函数法,提出一个共轭投影梯度法,并证明该方法的全局收敛性,给出有效的数值实验. |
| 关键词: 约束优化 共轭投影梯度 全局收敛 罚函数法 |
| DOI： |
| 投稿时间：2007-02-11修订日期：2007-05-25 |
| 基金项目:国家自然科学基金项目(No.10501009)资助 |
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| A Conjugate Projection Gradient Algorithm with Global Convergence for Nonlinear Constrained Optimization |
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YANG Xiao-hui, ZHU Zhi-bin, TANG Qing-gan
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| (Department of Computational Science and Mathematics, Guilin University of Electronic Technology, Guilin, Guangxi, 541004, China) |
| Abstract: |
| A conjugate project gradient algorithm is presented to solve nonlinear equality and inequality constraints optimization by combining with the method of penalty function.Under some suitable conditions, the global convergence is obtained.Numerical experiment shows that the given method is efficient. |
| Key words: constrained optimization conjugate projection gradient global convergence method of penalty function |
