摘要
基于内点算法思想，利用广义投影技术设计了求解带线性不等式约束和非负约束的非线性规划的广义梯度投影内点算法，并讨论了算法的收敛性质，数值例子表明算法是有效的．
Based on method of interior Points,a general gradient projection method of interior Points for Linear Constrained optimization is presented. The global convergence properties of the method are discussed. The numerical results illustrate that the algorithm in this paper is effective.
出处
《纯粹数学与应用数学》
CSCD
1999年第1期92-98,共7页
Pure and Applied Mathematics
基金
国家自然基金
关键词
非线性规划
广义梯度投影
线性约束
算法
收敛
nonlinear programming
general gradient projection
linear constraint
convergence.
