| 约束优化问题的修正共轭梯度投影算法 |
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| 引用本文： | 孙清滢,高宝,渐令,王长钰.约束优化问题的修正共轭梯度投影算法[J].应用数学学报,2010,33(4). |
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| 作者姓名： | 孙清滢 高宝 渐令 王长钰 |
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| 作者单位： | 1. 中国石油大学数学与计算科学学院,东营,257061
2. 曲阜师范大学(日照校区)运筹与管理学院,日照,276826 |
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| 基金项目： | 国家自然科学基金，中央高校基本科研业务费专项资金，中国石油大学(华东)研究生创新基金 |
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| 摘 要： | 对闭凸集约束的非线性规划问题构造了一个修正共轭梯度投影下降算法,在去掉迭代点列有界的条件下,分析了算法的全局收敛性.新算法与共轭梯度参数结合,给出了三类结合共轭梯度参数的修正共轭梯度投影算法.数值例子表明算法是有效的.
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| 关 键 词： | 非线性规划 凸约束的非线性规划问题 GLP投影算子 共轭梯度 收敛性 |
Modified Conjugate Gradient Projection Method for Nonlinear Constrained Optimization |
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| SUN QINGYING,GAO BAO,JIAN LING,WANG CHANGYU.Modified Conjugate Gradient Projection Method for Nonlinear Constrained Optimization[J].Acta Mathematicae Applicatae Sinica,2010,33(4). |
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| Authors: | SUN QINGYING GAO BAO JIAN LING WANG CHANGYU |
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| Institution: | SUN QINGYING GAO BAO JIAN LING (School of Mathematics and Computational Sciences,China University of Petroleum,Dongying,Shandong 257061) WANG CHANGYU (College of Operations Research and Management Qufu Normal University(Rizhao Campus),Rizhao,Shandong 276826) |
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| Abstract: | In this paper,a modified conjugate gradient projection descent method for nonlinear constrained optimization with closed convex set is presented.The global convergence properties of the new method are discussed without assuming that the sequence of iteration is bounded.Combining conjugate gradient scalar with our new method,three new classes of modified 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 nonlinear convex constrained optimization GLP projection operator conjugate gradient convergence |
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