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解带线性或非线性约束最优化问题的混合三项记忆梯度投影算法
  • 期刊名称：工程数学学报24（2007）37-44
  • 时间：0
  • 分类：O221.2[理学—运筹学与控制论;理学—数学]
  • 作者机构：[1]石油大学应用数学系,东营257061
  • 相关基金：国家自然基金（10571106）.
  • 相关项目：广义半无限规划的理论与算法研究
关键词： 非线性规划, Rosen投影, 三项记忆梯度, Solodov投影, 收敛, nonlinear programming, Rosen projection, three-term memory gradient, Solodov projection, convergence
中文摘要：

利用Rosen投影矩阵，结合Solodov投影技巧建立求解带线性或非线性不等式约束优化问题的混合三项记忆梯度Rosen投影算法，并证明了算法的收敛性。数值例子表明该算法是有效的。

英文摘要：

By using projection matrix and Solodov projection, a new descent three-term memory gradient projection method for nonlinear programming with linear or nonlinear in-equality constraints is presented. The global convergence of the new method is discussed. The numerical results illustrate that the new methods are effective.

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广义半无限规划的理论与算法研究
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