摘要
将文〔１〕中拓广的梯度投影法与无约束变尺度法结合，给出了含有ｎ＋ｍ＋１个参数且适用于求解带线性约束的非线性规划问题的算法，证明了算法的可行下降性及终止条件，研究了参数取特殊的值时所得算法的子族．
In this paper, we combine the extended projection type method given in 1 and uncontrained variable metric methodaand and give a new algorithm with n+m +1 parameters to solve linearly constrained nonlinear programming problems.In addition, the feasible and decreasing properties of the algorithm and the terminated condition are proved and some subclasses are discussed.
关键词
非线性规划
变尺度法
参数
拓广投影法
nonlinear program, extended gradient projection, variable metric method, parameter
