摘要
利用Rosen投影矩阵,结合Solodov投影技巧建立求解带线性或非线性不等式约束优化问题的混合三项记忆梯度Rosen投影算法,并证明了算法的收敛性。数值例子表明该算法是有效的。
By using projection matrix and Solodov projection, a new descent three-term memory gradient projection method for nonlinear programming with linear or nonlinear in-equality constraints is presented. The global convergence of the new method is discussed. The numerical results illustrate that the new methods are effective.
出处
《工程数学学报》
CSCD
北大核心
2007年第1期37-44,共8页
Chinese Journal of Engineering Mathematics
基金
国家自然基金(10571106)