解带线性或非线性约束最优化问题的混合三项记忆梯度投影算法

Three-term Memory Gradient Rosen and Solodov Projection Method for Nonlinear Programming with Linear or Nonlinear Inequality Constraints

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.