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约束最优化问题中投影梯度的全局误差界及其应用
  • ISSN号：1007-6093
  • 期刊名称：《运筹学学报》
  • 时间：0
  • 分类：O224[理学—运筹学与控制论;理学—数学] O178[理学—数学;理学—基础数学]
  • 作者机构：[1]大连理工大学应用数学系,大连116024, [2]山东理工大学数学与信息科学学院,淄博255049, [3]曲阜师范大学运筹所,曲阜273165
  • 相关基金：This research was supported by the National Natural Science Foundation of China （10571106）.
作者： 赵文玲[1,2], 王长钰[1,3]
关键词： 运筹学, SQP子问题, 价值函数, 投影梯度, 误差界, 收敛性, Operations research, SQP subproblem, value function, projected gradient, error bound, convergence
中文摘要：

文章利用序列二次规划（SQP）方法中的价值函数为约束最优化问题的投影梯度提供了一个全局误差界,并利用这个全局误差界给出了可行解点列具有收敛性的充分与必要条件.

英文摘要：

This paper presents a global error bound for the projected gradient by using the value function, which is appeared in sequential quadratic programming （SQP） method. Further, by the error bound, we study the convergence of a feasible solution sequence.

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期刊信息
  • 《运筹学学报》
  • 中国科技核心期刊
  • 主管单位:中国科学技术协会
  • 主办单位:中国运筹学会
  • 主编：胡旭东
  • 地址：上海市上大路99号上海大学期刊社
  • 邮编：200444
  • 邮箱：ort@mail.shu.edu.cn
  • 电话：021-66137605
  • 国际标准刊号：ISSN：1007-6093
  • 国内统一刊号：ISSN：31-1732/O1
  • 邮发代号:4-777
  • 获奖情况:
  • 国内外数据库收录:
  • 美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）
  • 被引量:1362