| 一个线性约束优化问题的广义梯度投影法 |
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| 引用本文： | 曾庆光,吴义虎,郭湘德.一个线性约束优化问题的广义梯度投影法[J].运筹学学报,2005,9(4):44-48. |
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| 作者姓名： | 曾庆光 吴义虎 郭湘德 |
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| 作者单位： | 1. 湖南大学,长沙,410082
2. 长沙理工大学,长沙,410076 |
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| 基金项目： | This work is supported by National Natural Science Foundation of China （No.50276005） and （No.10472016）. |
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| 摘 要： | 本文对线性约束优化问题提出了一个新的广义梯度投影法，该算法采用了非精确线性搜索，并在每次迭代运算中结合了广义投影矩阵和变尺度方法的思想确定其搜索方向．在通常的假设条件下，证明了该算法的整体收敛性和超线性收敛速度．
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| 关 键 词： | 运筹学 优化问题 广义梯度投影 算法 非精确搜索 |
| 收稿时间： | 2002-06-03 |
| 修稿时间： | 2002年6月3日 |
A Superlinearly Convergent Generalized Gradient Projection Method for Nonlinear Optimization Problems with Linear Constraints |
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| Zeng Qingguang,Wu Yihu,Guo Xiangde.A Superlinearly Convergent Generalized Gradient Projection Method for Nonlinear Optimization Problems with Linear Constraints[J].OR Transactions,2005,9(4):44-48. |
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| Authors: | Zeng Qingguang Wu Yihu Guo Xiangde |
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| Abstract: | In this paper, a new generalized gradient projection method with inexact line search is proposed for the nonlinear optimization problem with linear constraints. The main idea is to use the generalized projection matrix combined with the variable metric method to determine the search direction at each iteration. Under some suitable assumption it is proved that our method is of global convergence properties and superlinear convergence rate. |
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| Keywords: | Operations research optimization generalized gradient projection algorithm inexact line search |
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