| 不等式约束优化一个改进的投影变尺度算法 |
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| 引用本文： | 朱志斌,王硕.不等式约束优化一个改进的投影变尺度算法[J].数学杂志,2012,32(5):883-888. |
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| 作者姓名： | 朱志斌 王硕 |
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| 作者单位： | 桂林电子科技大学数学与计算科学学院,广西桂林,541004 |
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| 基金项目： | 国家自然科学基金(11061011);广西高校优秀人才资助项目([2009]156) |
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| 摘 要： | 本文研究了不等式约束优化问题.利用共轭投影梯度方法,获得了一个投影变尺度型算法.在适当的条件下,证明算法是全局收敛且具有超线性收敛性.
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| 关 键 词： | 约束优化 共轭投影梯度 线性方程组 全局收敛 超线性收敛 |
AN IMPROVED PROJECT VARIABLE METRIC ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATION |
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| ZHU Zhi-bin
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WANG Shuo.AN IMPROVED PROJECT VARIABLE METRIC ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATION[J].Journal of Mathematics,2012,32(5):883-888. |
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| Authors: | ZHU Zhi-bin WANG Shuo |
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| Institution: | (School of Mathematics & Computing Science,Guilin University of Electronic Technology,Guilin 541004,China) |
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| Abstract: | In this paper,inequality constrained optimization is researched.By means of the technology of conjugate projection gradient,an improved project variable metric algorithm is proposed.Under some suitable conditions,the proposed method is the global and superlinear convergence. |
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| Keywords: | constrained optimization conjugate projection gradient system of linear equations global convergence superliear convergence |
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