摘要
对非退化和退化两种情形下的不等式约束优化问题的广义投影梯度算法作了分析,发现所采用的两种不同的求解迭代方向的方法在本质上是相同的。公式法结构简单、便于计算,而在处理退化问题上线性系统求解则体现优越性。
This paper analyzes the generalized gradient projection method for inequality constrained optimization problems under both non-degeneracy and degeneracy, and finds that two methods adopted for solving the different iteration directions are the same in essence. The structure of the formula is simple and easy to compute, the linear system method is superior to the former for handling the degeneracy problem.
出处
《山东科技大学学报(自然科学版)》
CAS
2005年第2期88-90,共3页
Journal of Shandong University of Science and Technology(Natural Science)
基金
国家自然科学基金资助项目(10171055)
关键词
非线性约束优化问题
广义投影梯度算法
线性系统
退化问题
nonlinear constrained optimization problem
generalized gradient projection method
linear system
degeneracy problem