| 解带线性或非线性约束最优化问题的三项记忆梯度Rosen投影算法 |
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| 引用本文： | 孙清滢.解带线性或非线性约束最优化问题的三项记忆梯度Rosen投影算法[J].数学进展,2004,33(5):598-606. |
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| 作者姓名： | 孙清滢 |
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| 作者单位： | 石油大学应用数学系,东营,山东,257061 |
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| 摘 要： | 利用Rosen投影矩阵，建立求解带线性或非线性不等式约束优化问题的三项记忆梯度Rosen投影下降算法，并证明了算法的收敛性．同时给出了结合FR，PR，HS共轭梯度参数的三项记忆梯度Rosen投影算法，从而将经典的共轭梯度法推广用于求解约束规划问题．数值例子表明算法是有效的。
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| 关 键 词： | 非线性规划 Rosen投影 三项记忆梯度 收敛 |
| 文章编号： | 1000-0917(2004)05-0598-09 |
| 修稿时间： | 2002年10月23 |
Three-term Memory Gradient Rosen Projection Method for Nonlinear Programming With Linear or Nonlinear Inequality Constraints |
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| SUN Qing-ying
Dept. of Applied Math.,University of Petroleum,Dongying,Shandong,P. R. China.Three-term Memory Gradient Rosen Projection Method for Nonlinear Programming With Linear or Nonlinear Inequality Constraints[J].Advances in Mathematics,2004,33(5):598-606. |
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| Authors: | SUN Qing-ying
Dept of Applied Math University of Petroleum Dongying Shandong P R China |
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| Institution: | SUN Qing-ying
Dept. of Applied Math.,University of Petroleum,Dongying,Shandong,257061,P. R. China |
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| Abstract: | In this paper, by using Rosen projection matrix, a new descent three-term memory gradient projection method for nonlinear programming with linear or nonlinear inequality constraints is presented. The global convergence properties of the new method are discussed. Combining with conjugate gradient scalar with our new method, three new classes of three-term memory gradient projection methods with conjugate gradient scalar are presented. The numerical results illustrate that the new methods are effective. |
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| Keywords: | nonlinear programming Rosen projection three-term memory gradient convergence |
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