摘要
对带有线性等式和不等式约束非线性规划提出一种改进简约梯度法．通常的方法需增加松弛变量将不等式约束化为等式约束，从而增加原问题的维数．新方法通过引入一个松弛向量，不增加原问题的维数．文中给出了改进的简约梯度法与Ｒｏｓｅｎ＇ｓ梯度投影法之间关系．
A reduced gradient method for nonlinear programming problems with linear equality and inequality constraints is presented.Although a slack vector is introduced,the dimension of the problem is not increased,which is unlike the conventional way of transferring the inequality constraints into the equality constraints by introducing slack variables.The relation between the suggested reduced gradient method and Rosen's gradient projection method is discussed.
出处
《北京航空航天大学学报》
EI
CAS
CSCD
北大核心
1997年第5期652-656,共5页
Journal of Beijing University of Aeronautics and Astronautics
关键词
非线性规划
梯度投影算法
简约梯度法
nonlinear programming
gradient project algorithms
convergence (mathematics)
reduced gradient method
