非线性规划的一个既约梯度法

A REDUCED GRADIENT ALGORITHM FOR NONLINEAR PROGAMMING WITH LINEAR OR NONLINEAR CONSTRAINTS

对线性或非线性约束的非线性规划问题给出了一个简便的既约梯度法，并在一定的条件下，证明了此算法的全局收敛性。

A simple reduced gradient algorithm for nonlinear programming with linearor nonlinear constraints is given.Under the assumption that all feasible points but K-Tpoints satisfy the regularity condition,It is proved that the algorithm either terminates at aK-T point with finite steps orgenerates aninfinites sequence of feasible points whose everycluster point is a K-T point.