非线性约束规划快速收敛的共轭投影变尺度法

A Fast Convergent Conjugate Projection Variable Metric Algorithm For Nonlinear Constrained Programming

本文讨论非线性等式约束规划问题，给出了问题的一种共轭投影变尺度算法．方法利用变尺度法，梯度投影法及共轭方向法相结合的思想直接给出主搜索方向和辅助方向显式表达式，以罚函数为效益函数，不需解任何二次子规划．在较温和的假设下，算法具有全局收敛性和超线性收敛性．

In this paper, we discuss Programming Problems with nonlinear equality constraints, and give a conjugate Projection variable metric algorithm. This algorithm gives directly the main search direction and the auxiliary search direction by using the idea of combining the methods of variable metric, gradient Projection and conjugate direction, and uses a penalty function as effect function, it does not solve any quadratic subprogramming. We Prove the algorithm Possesses global and superlinear convergence under mild assumptions.