应用数学2011，Vol.24Issue(2)：399-406,8.
一个求解非线性不等式约束优化问题的带有共轭梯度参数的广义梯度投影算法
A Generalized Gradient Projection Algorithm with Conjugate Gradient Parameter for Nonlinear Inequality Constrained Optimization Problems
摘要
Abstract
In this paper,we propose a new generalized gradient projection algorithm with conjugate gradient parameter for nonlinear inequality constrained optimization problems.In this algorithm,it is very simple to obtain the conjugate gradient parameter,and it is arbitrary to choose the initial point.Moreover it only uses the last search direction information,which reduces the computational cost.The global convergence of this algorithm is obtained under weak conditions.The numerical results show the algorithm is effect.关键词
不等式约束优化/广义梯度投影算法/共轭梯度参数/全局收敛性Key words
Key words: Inequality constrained optimization/Generalized gradient projection algorithm/Conjugate gradient parameter/Global convergence分类
数理科学引用本文复制引用
陈翠玲,李明,李略..一个求解非线性不等式约束优化问题的带有共轭梯度参数的广义梯度投影算法[J].应用数学,2011,24(2):399-406,8.基金项目
Foundation item:Supported by the National Natural Science Foundation (10961006),Guangxi Education Department Science Foundation (200911LX53) and Guangxi Normal University Research Foundation for the Youth Backbone Teacher of China （10961006）
