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求解凸可行问题的一种算法

An Algorithm for the Convex Feasibility Problem
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摘要 凸可行问题(CFP)是传统数学及现代自然科学中的一类重要问题,其应用日益广泛.本文在无需知道目标函数的情况下,给出求解该问题的一种松弛投影算法,并证明了这种算法的收敛性. Due to their extraordinary utility and broad applicability in many areas of classical mathematics and modevn physical sciences, algorithms for solving convex feasibility problems continue toreceive great attention. In this paper, we present a projection-like algorithm for the convex feasibility problem and prove the convergence of the algorithm under mild conditions.
出处 《洛阳大学学报》 2007年第2期23-26,30,共5页 Journal of Luoyang University
基金 国家自然科学基金资助项目(项目编号:10571106 )
关键词 凸可行问题 投影算法 收敛性 convex feasibility problem projection algorithm convergence
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参考文献4

  • 1Fukushima M. On the convergence of a class of outer approximation algorithms for convex programs[J]. J Comput Appl Math ,1984,10:147 -156.
  • 2Gafni E M and Bertsekas D P. Two-metric projection problems and descent methods for asymmetric variational inequlity problems [ J ]. Math Program, 1984,53 : 99 - 110.
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