摘要
针对非线性等式和不等式约束优化问题,结合罚函数法,提出一个共轭投影梯度法,并证明该方法的全局收敛性,给出有效的数值实验.
A conjugate project gradient algorithm is presented to solve nonlinear equality and inequality constraints optimization by combining with the method of penalty function. Under some suitable conditions, the global convergence is obtained. Numerical experiment shows that the given method is efficient.
出处
《广西科学》
CAS
2007年第3期236-238,243,共4页
Guangxi Sciences
基金
国家自然科学基金项目(No.10501009)资助
关键词
约束优化
共轭投影梯度
全局收敛
罚函数法
constrained optimization, conjugate projection gradient, global convergence, method of penalty function
