摘要
利用广义投影技术建立了改进的解非线性约束规划的变尺度方向算法,并在较弱的条件下证明了其收敛性。
An improved variable metric algorithm for nonlinear programming problemswith nonlinear constraints is given. This algorithm only needs one generalized projection forstructuring a feasible and descent direction. So the algorithm is very simple. Someconvergence theorems of the algorithm are given.
出处
《石油大学学报(自然科学版)》
CSCD
1995年第5期110-113,共4页
Journal of the University of Petroleum,China(Edition of Natural Science)
关键词
变尺度法
非线性约束
收敛性
投影
最优化
Variable metric method
Nonlinear constraint
Convergence
Projection