| Wolfe步长规则下约束优化问题的共轭梯度投影算法 |
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| 引用本文： | 景书杰,赵海燕.Wolfe步长规则下约束优化问题的共轭梯度投影算法[J].数学杂志,2014,34(6):1193-1199. |
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| 作者姓名： | 景书杰 赵海燕 |
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| 作者单位： | 河南理工大学数学与信息科学学院; |
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| 基金项目： | 国家自然科学基金资助(10671057);河南理工大学运筹学与控制论重点学科资助项目;河南省数学一级重点学科资助项目 |
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| 摘 要： | 本文研究了约束优化问题min x∈Ωf(x).利用共轭梯度算法与GLP梯度投影思想相结合的方法,构造了一个新的共轭梯度投影算法,并在Wolfe线搜索下获得了该算法的全局收敛性结果.
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| 关 键 词： | 约束优化问题 共轭梯度法 GLP梯度投影 Wolfe线搜索 全局收敛性 |
| 收稿时间： | 2013/1/11 0:00:00 |
| 修稿时间： | 2013/4/17 0:00:00 |
CONJUGATE GRADIENT PROJECTION METHOD OF CONSTRAINED OPTIMIZATION PROBLEMS WITH WOLFE STEPSIZE RULE |
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| JING Shu-jie and ZHAO Hai-yan.CONJUGATE GRADIENT PROJECTION METHOD OF CONSTRAINED OPTIMIZATION PROBLEMS WITH WOLFE STEPSIZE RULE[J].Journal of Mathematics,2014,34(6):1193-1199. |
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| Authors: | JING Shu-jie and ZHAO Hai-yan |
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| Institution: | School of Mathematics and Information Science, Henan Polytechnic University, Jiaozuo 454003, China and School of Mathematics and Information Science, Henan Polytechnic University, Jiaozuo 454003, China |
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| Abstract: | In this paper, a new conjugate gradient projection algorithm for the constrained optimization problem is presented. By Combining conjugate gradient algorithm with GLP gradient projection theory, global convergence properties of the new algorithm under the Wolfe stepsize rule are proved. |
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| Keywords: | constrained optimization problems conjugate gradient method GLP gradient projection Wolfe line search global convergence |
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