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Projected Gradient Type Method of Centers for Constrained Optimization
作者姓名:施保昌  周晓阳  胡新生
作者单位:华中理工大学数学系,深圳广播电视大学
摘    要:本文提出了一种求解约束优化问题的新算法—投影梯度型中心方法.在连续可微和非退化的假设条件下,证明了其全局收敛性.本文算法计算简单且形式灵活.


Projected Gradient Type Method of Centers for Constrained Optimization
Shi Baochang,Zhou Xiaoyang.Projected Gradient Type Method of Centers for Constrained Optimization[J].Journal of Mathematical Research and Exposition,1997(3).
Authors:Shi Baochang  Zhou Xiaoyang
Abstract:In this paper, a new algorithm projected gradient type method of centers for constrained optimization is presented. Under the assumptions of continuous differentiability and nondegeneracy, the global convergence of the algorithm is proved. The method here is simple in computation and flexible in form.
Keywords:constrained optimization  nondegeneracy  projected gradient type method of centers  global convergence  
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