摘要
变尺度方法是求解优化问题的重要方法之一,本文利用投影算子建立了求解约束优化问题的一个变尺度投影算法,而且算法使用了非单调搜索,放松了每步迭代中对搜索的限制,并进一步证明了算法的全局收敛性.
Variable metric method is one of the principal measures to solve optimization problems. This paper presents, with the use of projection of algorithm, variable metric method to settle constrained optimization problems, which utilized non-monotone algorithm and was able to loosen the restriction in each iteration. And the global convergence property of this approach was confirmed.
出处
《南京工程学院学报（自然科学版）》
2008年第2期6-9,共4页
Journal of Nanjing Institute of Technology(Natural Science Edition)
关键词
约束优化
变尺度投影算法
全局收敛性
constrained optimization
varisized projection method
global convergence
