| 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 |
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| 引用本文： | 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). |
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| 作者姓名： | 陈翠玲 李明 李略 |
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| 作者单位： | 1. 广西师范大学数学科学学院,广西桂林,541004
2. 桂林理工大学理学院,广西桂林,541004 |
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| 基金项目： | Supported by the National Natural Science Foundation (10961006); Guangxi Education Department Science Foundation (200911LX53); Guangxi Normal University Research Foundation for the Youth Backbone Teacher of China |
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| 摘 要： | 本文提出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.算法中的共轭梯度参数是很容易得到的,且算法的初始点可以任意选取.而且,由于算法仅使用前一步搜索方向的信息,因而减少了计算量.在较弱条件下得到了算法的全局收敛性.数值结果表明算法是有效的.
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| 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 |
A Generalized Gradient Projection Algorithmwith Conjugate Gradient Parameter for NonlinearInequality Constrained Optimization Problems |
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| CHEN Cuiling
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LI Ming
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LI Lüe.A Generalized Gradient Projection Algorithmwith Conjugate Gradient Parameter for NonlinearInequality Constrained Optimization Problems[J].Mathematica Applicata,2011,24(2). |
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| Authors: | CHEN Cuiling LI Ming LI Lüe |
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| Institution: | CHEN Cuiling1,LI Ming2,LI Lüe1 (1.Department of Mathematics Science,Guangxi Normal University,Guilin 541004,China,2.Department of Mathematics and Physics,Guilin University of Technology,China) |
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| 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 eff... |
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| Keywords: | Inequality constrained optimization Generalized gradient projection algorithm Conjugate gradient parameter Global convergence |
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