本文研究了不等式约束优化问题.利用共轭投影梯度方法,获得了一个投影变尺度型算法.在适当的条件下,证明算法是全局收敛且具有超线性收敛性.
In this paper,inequality constrained optimization is researched.By means of the technology of conjugate projection gradient,an improved project variable metric algorithm is proposed.Under some suitable conditions,the proposed method is the global and superlinear convergence.